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2 results for “Predictive Modelling”

Research Article Open Access Open and Auditable Drawdown Control: An Exit-Reserve Shield for Learned Portfolios
Eric Benhamou, Benhamou E, Jean-Jacques Ohana, Ohana J, Beatrice Guez, Guez B, Thomas Jacquot, Jacquot T, Ethan Setrouk, Setrouk E, Chamyl Saadi, Saadi C
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.1.001

Open-finance systems increasingly compose portfolio models, data services, and execution interfaces supplied by different parties. This modularity is useful only if the executed wealth path can be checked independently of the model that proposed it. We study a…

Research Article Open Access Can We Stop the Backtest Yet? Anytime-Valid Promotion Tests for Adaptive Financial Research Agents
Eric Benhamou, Benhamou E, Jean-Jacques Ohana, Ohana J, Beatrice Guez, Guez B, Thomas Jacquot, Jacquot T, Ethan Setrouk, Setrouk E, Chamyl Saadi, Saadi C
Proceedings of the International Conference on Open Finance (ICOF 2026) 2026 https://doi.org/10.36287/setsci.25.3.001

Adaptive research systems can generate, discard, revise, and monitor trading rules faster than their selection history can be audited. We ask when such a system may promote a frozen rule to governed forward evaluation. The proposed protocol assigns each candid…

Research Contributions (2019+)Peer reviewed by at least two reviewers
Open AccessCC BY 4.0
Open Discovery Metadata · DOI · OAI-PMH
Global Reachresearchers worldwide