Optimal automation under overdispersed discrete risk: thresholds and hysteresis in a Negative Binomial model

arXiv:2510.05487 · q-fin.CP, stat.ML · Submitted 2025-10-07 · Read on arXiv

q-fin.CP, stat.ML

Submitted: 2025-10-07

Updated: 2026-09-26

Terminology

• Negative Binomial — 70× in this paper
• Robustness — 28× in this paper · explained in 5 episodes
• Accuracy — 17× in this paper · explained in 1 episode
• Calibration — 14× in this paper · explained in 7 episodes
• Benchmark — 11× in this paper · explained in 2 episodes
• Alignment — 10× in this paper · explained in 1 episode
• Core — 6× in this paper · explained in 2 episodes
• Aggregation — 4× in this paper · explained in 1 episode
• Likelihood Ratio Test — 4× in this paper
• Objective Function — 4× in this paper · explained in 2 episodes
• Interpretability — 3× in this paper · explained in 15 episodes
• Mean Absolute Error — 3× in this paper
• Mean Absolute Percentage Error — 3× in this paper
• Probabilistic Forecasting — 3× in this paper · explained in 3 episodes
• Service Level Agreement — 3× in this paper
• Time Series Forecasting — 3× in this paper · explained in 3 episodes
• Akaike Information Criterion — 2× in this paper
• Consistency — 2× in this paper · explained in 3 episodes
• Generalizability — 2× in this paper · explained in 6 episodes
• alpha — 2× in this paper · explained in 1 episode
• Adaptation — 1× in this paper · explained in 1 episode
• Clustering — 1× in this paper · explained in 2 episodes
• External Validation — 1× in this paper · explained in 2 episodes
• Hysteresis — 1× in this paper · explained in 3 episodes
• Information Asymmetry — 1× in this paper · explained in 2 episodes
• Long Short-Term Memory — 1× in this paper
• Provenance — 1× in this paper · explained in 3 episodes
• Transformer — 1× in this paper · explained in 2 episodes
• Unified Framework — 1× in this paper · explained in 5 episodes
• Verification — 1× in this paper · explained in 2 episodes

Sources

• A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales
• Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting
• Conditional Time Series Forecasting with Convolutional Neural Networks

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