Quantitative Model
8 hour ago
Making probabilistic model forecasts tamper-evident (and why it changes evaluation)
A recurring problem in evaluating trading and forecasting models is that the record of what the model actually said — in what exact form, at what time — is editable after the outcome is known. The Ordinary timestamps don't fix this: a database row can be updated, a log regenerated. So we've been experimenting with a simple discipline — before the event a forecast describes, we reduce the for ...
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