3 papers
stat.ML2026
SPACE: Sample-cloud Predictive Adaptive Conformal Ellipsoids for Multivariate Time-Series Forecasting
Baishi Li, Kelvin J. L. Koa, Ke-Wei Huang
Modern probabilistic time-series forecasters often express uncertainty through forecast samples. While typically converted into nominal prediction regions using empirical quantiles…
cs.LG2026
Who Wins Where? Conformal Model Comparison for Local Superiority
Yi Zhou, Baishi Li, Xuan Yao +1
Standard model comparison is global, aggregating losses across the covariate space to declare a single winner. This can obscure heterogeneous performance, where different models ar…
q-fin.CP2026
FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance
Jiaze Sun, Kelvin J. L. Koa, Ruiyang Ni +3
Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps. Real-world benchmarks offer limited failure attribution…