Rationality-Constrained Forecasting Prior
Rationality-Constrained Forecasting Prior
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A time-series forecasting model, derived from fine-tuning a large foundation model on economically structured synthetic data, whose outputs are guaranteed to satisfy specific behavioral axioms like GARP.
Why It Matters
This term defines the resulting model: a foundation model whose predictions are inherently constrained by a set of desired economic rational behaviors learned from synthetic data.
Evidence
The fine-tuned model serves as a rationality-constrained forecasting prior: it learns price-quantity relations from GARP-consistent synthetic histories
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- created_at
- 2026-03-28T05:29:36Z