Adaptive Regime-Switching Forecasts with Distribution-Free Uncertainty: Deep Switching State-Space Models Meet Conformal Prediction
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arXiv
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| Main Authors: | LU, Echo Diyun, Findling, Charles, Clausel, Marianne, Leite, Alessandro, Gong, Wei, Kersaudy, Pierric |
|---|---|
| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
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