arXiv cs.LG
· Papers
Crossing-Free Probabilistic K-Line Forecasts Without Retraining
arXiv:2607.26792v1 Announce Type: cross Abstract: Probabilistic K-line forecasting describes uncertainty in four complementary prices, namely open--high--low--close (OHLC). However, it introduces two consistency problems: quantile crossing and K-line crossing. Quantile crossing occurs when a higher-quantile forecast fa