4 papers
When a High Score Is an Illusion: Certifying Genuine versus Repackaged Forecasting Skill
Pin Ni, Francesca Medda, Ramin Okhrati
Ranks depend on the observations used for comparison. Reusing those observations can add association between forecast and outcome rank contrasts even when the evaluated forecast an…
The Price of Permission: Classification Uncertainty in Constrained Capital Markets
Abdulrahman Qadi, Akash Sharma, Francesca Medda
Shariah-compliant equity screening provides a transparent setting in which institutional rules determine who may own a stock. A binary label identifies current eligibility but not…
Latent Variable Phillips Curve
Daniil Bargman, Francesca Medda, Akash Sedai Sharma
This paper re-examines the empirical Phillips curve (PC) model and its usefulness in the context of medium-term inflation forecasting. A latent variable Phillips curve hypothesis i…
When Values-Based Screens Disagree: Continuous Shariah Compliance and Classification Dynamics
Abdulrahman Qadi, Akash Sharma, Francesca Medda
Does the design of a values-based screening rule generate eligibility changes when reported accounting inputs remain unchanged but market valuations move? We apply seven Shariah fi…