THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

FIGARCH

Keep retained fractional weights and omitted backcast mass separate.

0.35
24

Keyboard: Tab to a control; native arrow keys change sliders. Alt + Right steps, Alt + Left goes back. Reduced-motion Play advances one state only.

  1. 1. δ1 = d
  2. 2. Recur unnormalized fractional weights
  3. 3. Weight newest through oldest shocks
  4. 4. Assign unused mass to backcast

Calculated history

Calculated stateValues from the current input prefix, not a decorative trace.
● Selected experiment┄ Canonical parameters / same cutoff

Result and diagnostics

delta_1=d; delta_j=(j-1-d)delta_(j-1)/j; h_t=omega+sum_(j<=min(t,m)) delta_j epsilon_(t-j)²+(1-sum_used delta) backcast

Calculation trace

Exact current output (JSON)


Input audit
Only the shown information prefix is supplied to the calculation. Synthetic fixture; no live market data or fitted performance claim.
Exact input supplied to the reference engine