Headline Model Performance
| Horizon | Model | ROC AUC | Avg. precision | Top-decile lift |
|---|
Regulatory Event Sequences as Early-Warning Signals
Paper 4 is the flagship DART-first SupTech manuscript: regulatory-event sequence features, financial controls, market-price coverage, and Graph RAG context for corporate distress watchlists.
Strategy
Paper 4 first; Paper 3 paused
Core package
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Manifest
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Latest SHA
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Model Evidence
Out-of-time DART watchlist performance with sequence, financial, and market layers.
Market Coverage
Graph RAG Upgrade
Sequence matches are enriched with graph context, vector evidence, and matched price reactions.
Ablation Results
| Condition | Prompt | Accuracy | FPR | Brier |
|---|
Sequence-Market Layer
Disclosure-Window Market Reaction
Before/after disclosure returns are reported as post-hoc evidence; LLM prompts use only no-lookahead inputs.
Excess Returns Around Disclosure
| Window | Rows | Complete | Mean excess | Median excess |
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LLM Context Ablation
| Condition | Accuracy | Precision | Recall | FPR |
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Post-Hoc LLM Prediction Split
Publication Track
Use the latest Paper 4 package for journal handoff. Paper 3 remains an archived rejected discovery precursor.
Next Submission
Paper 4 is the active flagship route. The manuscript should be formatted to the chosen journal before upload.
Overlap Guardrail
Do not resubmit Paper 3 in parallel while the manuscripts share the DART sequence early-warning claim.
Package Control
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