A Horizon Based Framework for Predictability Limits in Economic and Financial Systems
Abstract
Horizon FrameworkA nonlinear forecasting architecture that measures the finite limits of predictability in economic and financial systems. By integrating volatility, behavioral amplification, systemic fragility, and informational capacity, Horizon quantifies the dynamic forecast boundary (T*) identifying when predictive systems approach instability before crises emerge.
Fields of Study & Subjects
Complex Systems and Time Series Analysis
Stock Market Forecasting Methods
Forecasting Techniques and Applications
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 24 February 2026
- Language
- EN
- Document type
- Preprint