Institut Denis Poisson

Funding provided by: National Natural Science Foundation of China ROR ID: https://ror.org/01h0zpd94 Award Number: 12374063 Funding provided by: National Natural Science Foundation of China ROR ID: https://ror.org/01h0zpd94 Award Number: 12374139 Funding provided by: National Natural Science Foundation of China ROR ID: https://ror.org/01h0zpd94 Award Number: 12488101 Funding provided by: National Natural Science Foundation of China ROR ID: https://ror.org/01h0zpd94 Award Number: 12374063...

We study trajectory forecasting under squared loss for time series with weak conditional structure, using highly expressive prediction models. Building on the classical characterization of squared-loss risk minimization, we emphasize regimes in which the conditional expectation of future trajectories is effectively degenerate, leading to trivial Bayes-optimal predictors (flat for prices and zero for returns in standard financial settings).

Article Dans Une Revue National Science Review Année : 2024 Significant chlorine emissions from biomass burning affect the long-term atmospheric chemistry in Asia Origine Fichiers éditeurs autorisés sur une archive ouverte hal-04794493 , version 1 (21-11-2024) Di Chang, Qinyi Li, Zhe Wang, Jianing Dai, Xiao Fu, et al.. Significant chlorine emissions from biomass burning affect the long-term atmospheric chemistry in Asia. National Science Review, 2024, 11 (9), ⟨10.1093/nsr/nwae285⟩.