From 58483b59d0187dbac34745259ff83ae4eb05dd79 Mon Sep 17 00:00:00 2001 From: PRAKUL HIREMATH <175131562+prakulhiremath@users.noreply.github.com> Date: Fri, 10 Apr 2026 20:25:39 +0530 Subject: [PATCH] Create Results Note.md --- Results/Results Note.md | 18 ++++++++++++++++++ 1 file changed, 18 insertions(+) create mode 100644 Results/Results Note.md diff --git a/Results/Results Note.md b/Results/Results Note.md new file mode 100644 index 0000000..e179a0e --- /dev/null +++ b/Results/Results Note.md @@ -0,0 +1,18 @@ +## Results Note + +The reported results are generated using a controlled synthetic limit order book (LOB) environment with a causal regime structure. + +Key points: +- The data includes a latent build-up regime preceding observable stress with a delayed transition. +- Evaluation is performed using lead-time (Δ = σ − τ), measuring how early a signal occurs relative to stress. +- Precision corresponds to the fraction of detections that occur before stress (early detection rate). +- Coverage measures the fraction of stress events that are successfully detected early. + +The proposed method prioritizes **early and reliable detection** over exhaustive coverage. As a result: +- Lead-times are strictly positive. +- Precision is high (often 100%). +- Coverage is moderate, reflecting a deliberate trade-off between early detection and signal frequency. + +Baseline methods (imbalance and volatility) achieve higher coverage but produce negative lead-times, indicating reactive behavior. + +All results are reproducible via the provided pipeline and reflect the designed causal structure of the environment.