spb/wp46_uqo

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0manuscripts (PDF)
22LaTeX sources
4figures
4tables
23experiment outputs
1versions

Manuscript

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LaTeX sources

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paper/main.tex

paper/main.tex · article

0 figure env.0 table env.0 citations bib: references

includes: numbers, sections/abstract, sections/titlepage, sections/introduction, sections/literature, sections/taxonomy, sections/data, sections/design, sections/results_daily, sections/results_realized, sections/results_tail_multivariate, sections/results_heterogeneity, sections/frontier, sections/conclusion, appendices/formulas, appendices/data_provenance, appendices/verification, appendices/extra_tables

Figures 4

fig_volseries.pdf

Tables 4

paper/tables/tab_taxonomy.tex2.7 KB
results/tables/compute_main.csv14.1 KB
results/tables/pooled_pilot_validation.csv9.3 KB
results/tables/status_main.csv171.5 KB

Reproducibility checklist

Static checks on the file tree at main. Nothing is executed.

yes README with instructions README.md
yes Declared environment (requirements / environment.yml / pyproject / lockfile) pyproject.toml
no Pinned dependencies (lockfile)
no Container definition (Dockerfile / Apptainer)
yes Pipeline entry point (Makefile / justfile / Snakefile / dvc.yaml) Makefile
yes Scripts directory 18 files
yes Data directory or data access notes 7 files
yes Automated tests 10 files
no Explicit random seeds (file names)
no License
no Citation metadata (CITATION.cff / .bib)

Experiment outputs 23

results/manifests/figure_audit.csv417 B
results/manifests/findata_audit.json71.6 KB
results/manifests/ingest_manifest.json264.2 KB
results/manifests/jobs_main.json752.3 KB
results/manifests/jobs_main_M2U64.json141.4 KB
results/manifests/jobs_main_M3U96a.json154.4 KB
results/manifests/jobs_main_M3U96b.json167.2 KB
results/manifests/jobs_main_M4M64a.json90.4 KB
results/manifests/jobs_main_M4M64c.json89.7 KB
results/manifests/jobs_main_M5M36.json102.9 KB
results/manifests/jobs_main_missing.json2 B
results/manifests/jobs_main_test.json752.3 KB
results/manifests/panels_manifest.json13.4 KB
results/metrics/analysis_main_test/per_symbol/AAPL.json584.5 KB
results/metrics/analysis_pilot_validation/per_symbol/SPY.json59.6 KB
results/metrics/analysis_pilot_validation/pooled.csv9.3 KB
results/metrics/pilot/pilot_report.json52.9 KB
results/metrics/references_unverified.json284 B
results/metrics/references_verification.json106.0 KB
results/metrics/rugarch_crosscheck.json20.8 KB
results/tables/compute_main.csv14.1 KB
results/tables/pooled_pilot_validation.csv9.3 KB
results/tables/status_main.csv171.5 KB

Manuscript versions

Tags link the paper to the exact code and data snapshot.

prereg-frozenlatest WP46 pre-registered protocol frozen 2026-11-09 before any test-period loss computation · 1 h ago zip