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• Out-of-Sample

  Academic research on statistical learning, with an eye on what works in practice.

  7 posts · theirs

Lately

• The Shape of Sovereign Credit Risk

  Out-of-Sample · 2026-08-22

• Uncertainty as a Trading Principle

  Out-of-Sample · 2026-06-28

• Conformal Prediction: A Volatility Band in Disguise

  Out-of-Sample · 2026-06-15

• The Shrinkage Hidden Inside Model Averaging

  Out-of-Sample · 2026-04-11

• The Noise Tax in Economic Forecasting

  Out-of-Sample · 2026-03-21

• Not Just Noise in Crypto

  Out-of-Sample · 2026-03-06

• Coming soon

  Out-of-Sample · 2021-10-09

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