Validation-based selection of inference-time rollout rules for multi-output volatility forecasters yields low-cost improvements over default MIMO deployment and recovers much of ensemble benefit at lower cost.
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Deployment-Side Adaptiveness in Multi-Horizon Volatility Forecasting
Validation-based selection of inference-time rollout rules for multi-output volatility forecasters yields low-cost improvements over default MIMO deployment and recovers much of ensemble benefit at lower cost.