5 papers
When Does "Post-Call" Begin? An Availability Contract for Earnings-Call NLP Benchmarks
Xiaoyu Ma, Kelvin J. L. Koa, Yuncong Liu +1
Corporate financial disclosures often unfold over time, with announcements, prepared remarks, and discussion spanning multiple high-frequency return intervals. Financial NLP benchm…
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…
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…
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…
The Proxy Presumption: From Semantic Embeddings to Valid Social Measures
Baishi Li, Ta Yu, Kelvin J. L. Koa +1
Natural Language Processing is rapidly evolving into a primary instrument for Computational Social Science, with researchers increasingly using embeddings to measure latent constru…