Black-box reductions from no-regret online learning to multicalibration and from multicalibration to Phi-regret minimization are established, resolving the main open question in Garg et al. (SODA '24).
Online multivalid learning: Means, moments, and prediction intervals
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A spatio-temporal GCN with bi-level chaotic fusion and volatility-aware gating produces stock price prediction intervals on NSE data, reporting superior Winkler score, PIAW, and PICP over LSTM, GRU, GCN, and HGNN baselines.
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An Efficient Black-Box Reduction from Online Learning to Multicalibration, and a New Route to $\Phi$-Regret Minimization
Black-box reductions from no-regret online learning to multicalibration and from multicalibration to Phi-regret minimization are established, resolving the main open question in Garg et al. (SODA '24).
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Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
A spatio-temporal GCN with bi-level chaotic fusion and volatility-aware gating produces stock price prediction intervals on NSE data, reporting superior Winkler score, PIAW, and PICP over LSTM, GRU, GCN, and HGNN baselines.