Latent-Regime Bias Auditing for Volatility Forecasting

Volatility forecasts are commonly evaluated with aggregate accuracy metrics such as RMSE and MAE, but these metrics can hide conditional failures that matter for risk management. This paper proposes a model-agnostic audit framework for evaluating whether volatility forecasts remain reliable across latent market regimes. We learn time-series representations of market-state windows, cluster them into regimes using only training information, assign regimes out of sample, and compare aggregate forecast behavior with regime-conditional bias, tail-underprediction, and underprediction-sensitive economic losses. Applied to daily volatility forecasting across cryptocurrency and ETF assets, the audit shows that models with competitive aggregate accuracy can still exhibit substantial regime-specific bias and severe tail underprediction. The results suggest that volatility forecasting should be evaluated not only by average error, but also by where and how forecasts become unreliable. Our framework shifts forecast evaluation from asking which model is most accurate on average to identifying the market regimes in which apparently accurate forecasts fail conditionally. Reproducibility: https://github.com/arthurchagas1/Latent-Regime-Bias-Auditing-for-Volatility-Forecasting

Inference-Time Decision Calibration for Temporal Classification

Temporal classification errors are often treated as representation failures, but they can also arise from how available evidence is converted into decisions. This paper proposes a representation--calibration decomposition for temporal classification. We keep a trained native classifier frozen and separate two inference-time interventions: a conservative residual multi-scale branch that adds auxiliary logits to the native prediction, and a post-hoc branch-aware calibrator that recombines native and residual evidence at decision time. This design distinguishes missing temporal evidence from underused decision-level evidence without retraining the backbone. Across FI-2010, PTB-XL, UCI-HAR, MHEALTH, and HARTH, we find that gains are strongly regime-dependent. Residual multi-scale evidence is most useful in noisy or representation-limited settings, especially short-horizon FI-2010 and weaker recurrent backbones, while branch-aware calibration helps when native and auxiliary logits contain complementary evidence not fully exploited by the raw decision rule. Near-saturated settings show limited gains from either intervention. These results suggest that temporal classification should be understood not only as representation learning, but also as the problem of trusting, combining, and calibrating evidence from multiple views.

POLAR:A Per-User Association Test in Embedding Space

Most intrinsic association probes operate at the word, sentence, or corpus level, obscuring author-level variation. We present POLAR (Per-user On-axis Lexical Association Re-port), a per-user lexical association test that runs in the embedding space of a lightly adapted masked language model. Authors are represented by private deterministic to-kens; POLAR projects these vectors onto curated lexicalaxes and reports standardized effects with permutation p-values and Benjamini--Hochberg control. On a balanced bot--human Twitter benchmark, POLAR cleanly separates LLM-driven bots from organic accounts; on an extremist forum,it quantifies strong alignment with slur lexicons and reveals rightward drift over time. The method is modular to new attribute sets and provides concise, per-author diagnostics for computational social science. All code is publicly avail-able at https://github.com/pedroaugtb/POLAR-A-Per-User-Association-Test-in-Embedding-Space.