Bighead's Algorithm Notes

Jun 6, 2026 · Artificial Intelligence

ProbFM: Deep Evidential Regression for Uncertainty Decomposition in Financial Forecasting

ProbFM introduces a Transformer‑based framework that leverages deep evidential regression to separate epistemic and aleatoric uncertainty in time‑series forecasting, and demonstrates on cryptocurrency returns that this decomposition retains competitive prediction accuracy while enabling risk‑aware trading strategies with superior risk‑adjusted returns.