RAUCL-MI 369

Full name

TesBot369 Regime-Adaptive, Uncertainty-Calibrated, Liquidity-Aware Mathematical Market Intelligence Engine

Code: RAUCL-MI 369 · sits on TRAMSE-369 (regime) + MARP-RX 369 (liquidity/risk/costs)

Five questions this layer answers

• Can the model admit uncertainty? → Conformal intervals · aleatoric/epistemic hints
• Is confidence calibrated? → Platt-lite + ECE hint
• Has market behaviour changed? → CUSUM / Page–Hinkley · online drift
• Is the data reliable? → MAD / Huber outlier screen
• Is the signal still valid after costs? → (with MARP-RX cost model) + SPRT confirmation

Live educational modules (Node.js)

• HAR-RV realized volatility forecast
• Adaptive conformal prediction intervals
• Probability calibration (Platt-lite)
• CUSUM + Page–Hinkley change detection
• MAD + Huber robust filtering
• Adaptive Mixture-of-Experts weights
• Wald SPRT sequential confirmation
• DRO-lite portfolio shrink
• Online model-drift monitor
• Multi-level microprice (with order book)

Python / research later

• Rough Bergomi / Rough Heston / RFSV
• Full Wasserstein DRO
• Graph neural market networks · Louvain centrality
• Queue-reactive LOB Markov simulators
• PCMCI / large-scale causal discovery