SAGA: A Sequence-Adaptive Generative Architecture for Multi-Horizon Probabilistic Forecasting with Adaptive Temporal Conformal Prediction

Gustav Olaf Yunus Laitinen-Fredriksson Lundström-Imanov, Hafize Gonca Cömert

Microsimulation models used by ministries of finance and central banks rely on parametric processes for lifetime earnings that capture only first and second moments of the conditio…