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Sagan

Paper

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

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AI summary

arXiv:2605. 19014v1 Announce Type: cross Abstract: 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 conditional distribution and miss long-range nonlinear structure.