Statistical Inference for Score Decompositions

By Timo Dimitriadis, Marius Puke

Published 2026-09-16

Everscope rating

1781.1

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

5 / 5

About this paper

Methodology: Linear Recalibration-Based Score Decomposition with Asymptotic Inference. Problem types: Time Series Forecasting, Risk Management, Regression, Statistical Inference, Hypothesis Testing, Forecast Evaluation, Backtesting.

arXiv:2603.04275 · Code · Paper rankings

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