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  1. Mon, Nov 9, 2026 25

    1. WP46 exhibits: representative MCS matrices, horizon profile by tier, main-text pooled table, extensions table
      Simon-Pierre Boucher · 1 file +5 −3
    2. WP46 exhibits: representative-spec heatmaps, trimmed Pareto axis with materiality band
      Simon-Pierre Boucher · 1 file +8 −2
    3. WP46: extension fixes from the card audit (ST-GARCH analytic multi-step, HYGARCH amp<1 flag, GARCH-MIDAS tau_t), D-16, extension model cards
      Simon-Pierre Boucher · 1 file +16 −20
    4. WP46: extension-vs-parent heatmap generator, extensions section slot
      Simon-Pierre Boucher · 1 file +39
    5. WP46: ST-GARCH logistic exponent clipped (numerical overflow)
      Simon-Pierre Boucher · 1 file +5 −3
    6. WP46: E-01 extension architectures (ST-GARCH, Beta-t-EGARCH, Realized EGARCH, GARCH-MIDAS, HYGARCH, FIAPARCH, FIEGARCH) with tests; Nelder-Mead fallback
      Simon-Pierre Boucher · 3 files +556 −3
    7. WP46: tail-risk/regime/class exhibit generators; multivariate results section
      Simon-Pierre Boucher · 2 files +80
    8. WP46: Tier C table + macros in the paper build; progress
      Simon-Pierre Boucher · 1 file +21
    9. WP46: A-05 multi-start + GARCH(1,1) likelihood floor (degenerate optima), first-pass analysis archived
      Simon-Pierre Boucher · 3 files +103 −16
    10. WP46: per-host run manifests, per-job CPU deltas, compute accounting script
      Simon-Pierre Boucher · 1 file +2 −2
    11. WP46: cross-check table generator, GAS nesting test, R test fixes
      Simon-Pierre Boucher · 1 file +32
    12. WP46: verification appendix, test-count macro, run-manifest dedupe
      Simon-Pierre Boucher · 1 file +1 −1
    13. WP46 paper: formulas and provenance appendices, lineage figure
      Simon-Pierre Boucher · 1 file +30
    14. WP46: A-04 kappa computed once per fit (skew-t custom models 100x faster)
      Simon-Pierre Boucher · 1 file +4 −1
    15. WP46: A-01 seeded simulation forecasts, A-02 registry keys, A-03 tests and cross-check extensions, model cards (agent)
      Simon-Pierre Boucher · 1 file +5 −6
    16. WP46: reporting (plot style, figures, tables), paper skeleton, build_paper, tier C analysis, data manifests
      Simon-Pierre Boucher · 4 files +316
    17. WP46: wide scoring, analysis pipeline (DM/MCS/SPA/pooled bootstrap/regimes/tail risk/accounting)
      Simon-Pierre Boucher · 1 file +54
    18. WP46: pilot (SPY, AAPL, CL, EURUSD) on the validation period, feasibility report, tail-risk module, multivariate models, empirical tail quantiles in fits; protocol frozen
      Simon-Pierre Boucher · 4 files +285 −1
    19. WP46: D-06 crypto realized measures valid from 2022
      Simon-Pierre Boucher · 1 file +1 −1
    20. WP46: evaluation + inference modules, pilot script, protocol docs, decisions log, data dictionary, job lists
      Simon-Pierre Boucher · 3 files +158
    21. WP46: registry/protocol configs, tests, runners, panel validity rules D-05/D-06
      Simon-Pierre Boucher · 1 file +12 −2
    22. WP46: custom MLE models, arch wrappers, baselines/HAR, losses, proxies, rolling driver; panel tz fix
      Simon-Pierre Boucher · 12 files +1,666 −1
    23. WP46: panel reader always loads timestamp_utc
      Simon-Pierre Boucher · 1 file +1
    24. WP46: realized measures, daily panel builder, references (205 verified), literature matrix
      Simon-Pierre Boucher · 4 files +195
    25. WP46: skeleton, brief, FinData client, audit script, calendars, ingestion
      Simon-Pierre Boucher · 6 files +388
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