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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2511.12763 |
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| _version_ | 1866915626581229568 |
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| author | Katz, Harrison |
| author_facet | Katz, Harrison |
| contents | This commentary translates the central ideas in Lead times in flux into a practice ready handbook in R. The original article measures change in the full distribution of booking lead times with a normalized L1 distance and tracks that divergence across months relative to year over year and to a fixed 2018 reference. It also provides a bound that links divergence and remaining horizon to the relative error of pickup forecasts. We implement these ideas end to end in R, using a minimal data schema and providing runnable scripts, simulated examples, and a prespecified evaluation plan. All results use synthetic data so the exposition is fully reproducible without reference to proprietary sources. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_12763 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Impact by design: translating Lead times in flux into an R handbook with code Katz, Harrison Statistical Finance This commentary translates the central ideas in Lead times in flux into a practice ready handbook in R. The original article measures change in the full distribution of booking lead times with a normalized L1 distance and tracks that divergence across months relative to year over year and to a fixed 2018 reference. It also provides a bound that links divergence and remaining horizon to the relative error of pickup forecasts. We implement these ideas end to end in R, using a minimal data schema and providing runnable scripts, simulated examples, and a prespecified evaluation plan. All results use synthetic data so the exposition is fully reproducible without reference to proprietary sources. |
| title | Impact by design: translating Lead times in flux into an R handbook with code |
| topic | Statistical Finance |
| url | https://arxiv.org/abs/2511.12763 |