2 papers
econ.EM2026
Prediction Sets and Conformal Inference with Interval Outcomes
Weiguang Liu, Ãureo de Paula, Elie Tamer
Given data on a random variable \(Y\), a prediction set with miscoverage level \(α\in (0,1)\) is a set that contains a new draw of \(Y\) with probability \(1-α\). Among all predi…
econ.EM2025
Nowcasting using regression on signatures
Samuel N. Cohen, Giulia Mantoan, Lars Nesheim +3
We introduce a new method of nowcasting using regression on path signatures. Path signatures capture the geometric properties of sequential data. Because signatures embed observati…