import React from 'react'; import { BookOpen, X } from 'lucide-react'; import 'katex/dist/katex.min.css'; import { BlockMath, InlineMath } from 'react-katex'; interface EconometricsMathModalProps { isOpen: boolean; onClose: () => void; } export default function EconometricsMathModal({ isOpen, onClose }: EconometricsMathModalProps) { React.useEffect(() => { const handleKeyDown = (e: KeyboardEvent) => { if (e.key === 'Escape') { onClose(); } }; if (isOpen) { window.addEventListener('keydown', handleKeyDown); } return () => { window.removeEventListener('keydown', handleKeyDown); }; }, [isOpen, onClose]); if (!isOpen) return null; return (
Institutional Specification Manual
Estimates asset reactions to macroeconomic shocks using panel regression, predictions accuracy, and survival durability.
A background manager checks event parameters against the simulated current workstation local time (2026-06-11).
If an active event's date is in the past:
archivedEvents in econometrics_storage.json.
Active future matrix cells pre-fill suggested scores by looking up the corresponding historical LMM coefficient
The engine estimates direct event drift and impact returns, isolating asset-level intercepts as random deviances and purging macro volatility using VIX indices:
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Evaluates prediction accuracy on binary outcomes (rebound return > 0). The Youden index maximizes classifier sensitivity and specificity:
Logistic Probability Projection:
Optimal Youden Index (J):
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Measures trend durability. Survival rates represent the probability of an asset holding its predicted direction before reversing:
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Reversal trigger with 1% Volatility Buffer: