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Bogdan Oancea

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#machine learning Preprint Aug 2026

Dynamic Regime-Aware Conformal Calibration for Reliable Economic Forecast Intervals under Multiple Distribution Shifts

The proposed Dynamic Regime-Aware Conformal Prediction (DRACP), which combines density-ratio, localized kernel and probabilistic regime-aware weighting with a self-tuning online significance controller in a unified weighted conformal calibration framework, provides the most reliable calibration.

Bogdan Oancea · 0 citations