記事
AIエージェントの研究、市場予測のバックテストと監査、プラットフォームのアーキテクチャ。
予測の採点
The instinct to grade a forecast by whether it came true is the wrong test. Calibration - when a model says 70% it happens about 70% of the time - is the property that separates a real forecaster from a confident guesser, and it is measurable.
読了時間 7分7セクション
予測の採点
The Brier score grades a probability for a yes/no event. The CRPS does the same job for a full distribution over a number. Here is how it works and why it is a proper scoring rule.
読了時間 3分5セクション
予測の採点
Log loss vs Brier score explained: how each grades a probabilistic forecast, why log loss punishes confident errors harder, and when to use which metric.
読了時間 6分8セクション
予測の採点
A Brier score is the squared error of a probability — forecasting's lie detector. A plain-English guide with a real worked example, and why calibration beats confidence.
読了時間 5分6セクション
予測の採点
A 70% favourite loses three times in ten — by design. Here's why upsets don't mean the model failed, and how to actually tell a good forecast from a bad one.
読了時間 4分4セクション
予測の採点
A rigorous framework for comparing forecasting models without bias — covering evaluation protocols, metrics, baselines, and statistical significance tests.
読了時間 7分9セクション
予測の採点
Learn how to measure and interpret forecast uncertainty using confidence intervals, scenario analysis, calibration scoring, and AI-driven ensemble methods.
読了時間 7分7セクション
予測の採点
Learn what epistemic uncertainty means in AI models, how it differs from aleatoric uncertainty, and why it matters for trustworthy, transparent AI systems.
読了時間 7分8セクション
予測の採点
Calibration measures whether your stated confidence matches reality. Learn what it means in forecasting, why it matters in markets, and how to improve it.
読了時間 8分10セクション
予測の採点
Learn how to evaluate a forecasting model — from error metrics and backtesting to overfitting, calibration, and transparency. A practical framework.
読了時間 8分9セクション
予測の採点
Learn how forecasters measure accuracy using MAE, RMSE, Brier scores, and calibration. A clear, practical guide for thinking critically about predictions.
読了時間 7分9セクション
予測の採点
Learn what a Brier score is, how it's calculated, and why it's the gold standard for evaluating probabilistic predictions in AI and markets.
読了時間 7分9セクション
予測の採点
Learn what confidence intervals mean in forecasting, why they matter in financial markets, and how understanding uncertainty makes you a sharper analyst.
読了時間 1分1セクション
