Easily evaluate your forecasts with (multivariate) Diebold-Mariano and (multivariate) Giacomini-White tests of equal predictive ability and MCS.
Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset ×ばつ horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.
Benchmarking seven forecasting approaches on AgriPriceBD — a novel daily agricultural commodity price dataset of five commodities for Bangladesh. Covers BiLSTM, Transformer, Time2Vec ablation, Prophet and Informer failure analysis, with Diebold-Mariano significance testing.
Replication code and results for a cross-national cyber-threat forecasting benchmark: day-of-week specification vs. model architecture across 192 countries, with a verified weekend-calendar analysis. Audits the Sufi (2024) dataset.
Walk-forward LSTM forecasts of SET100 stock betas, benchmarked against rolling-OLS estimators with Diebold-Mariano tests
No ARIMA specification beats a naive random walk on monthly Brent crude. Rolling-origin backtest with Diebold-Mariano and Clark-West tests, in R.
End-to-End Python implementation of Shin (2026)'s evaluator-locked agentic loop for transparent empirical research. Combines LLM-driven specification search with immutable evaluation harnesses, penalized regression (peLASSO), and Diebold-Mariano testing on ECB forecast data. Addresses the "garden of forking paths" crisis in AI-driven economics.
Statistical comparison of forecasting models: Diebold-Mariano, stationary block bootstrap, Giacomini-White, Model Confidence Set, and a forecast stability diagnostic.
Forecasting Consumer Prices in Data-Scarce, Crisis-Prone Economies: A Leakage-Controlled Comparison of Statistical, ML, Deep Learning, and Hybrid Models
Practical primitives for time-series forecasting pipelines: conformal intervals, model comparison, hierarchical reconciliation, tuning, validation, drift detection.
⚡ Institutional NIFTY Realized Volatility Forecasting (HAR, Cluster/Sector-HAR, PCA, LightGBM, Diebold-Mariano) & Options Short-Strangle Liquidity Screener using DuckDB, FastAPI & Streamlit
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