Skill UI

This skill reviews prediction market, basket, oracle, and trading-agent workflows to ensure compliance, safety, data quality, and privacy. It must be run before any workflow handles user portfolio data, venue authentication, API keys, or trade planning to mitigate execution and regulatory risks across multiple domains.

This skill calculates model interpretability for algorithmic trading signals using PageRank. It constructs a feature-contribution graph from an LSTM or Transformer signal and executes a single-entry PageRank calculation. The result identifies the top-K features that most significantly drove the prediction, providing a "regulator-grade" audit trail essential for compliance with regulations like the EU AI Act.

This tool automates the process of optimizing investment portfolio allocations using a mean-variance engine. It integrates neural prediction models and risk constraints to determine optimal asset weights. Users can set specific risk targets, assess comprehensive risk metrics (variance, correlation), and generate actionable, step-by-step rebalancing plans for professional portfolio management.

This tool generates sophisticated trading signals by leveraging an advanced anomaly detection engine. It scans financial assets for various market anomalies—such as spikes, drifts, and oscillations—and classifies them. It then integrates neural network prediction and searches historical pattern databases to output highly ranked, actionable trading signals, complete with confidence scores and target parameters.

A comprehensive tool for training and evaluating advanced neural network models (including LSTM, Transformer, and N-BEATS) on time-series market data. It facilitates the prediction of financial trends, generating results with confidence intervals, and comparing performance across multiple architectures. Ideal for quantitative trading research and financial forecasting.

Run simulated focus groups by leveraging real CRM data to predict how diverse customer segments will react to new messaging, pricing structures, or product concepts. This powerful tool generates structured predictions, including sentiment analysis and key objections, providing directional feedback before committing to expensive live research or campaigns. It bridges the gap between intuition and data-driven strategy.

This tool guides the conceptual development of advanced accounting research manuscripts (CAR). It helps researchers build the core theoretical engine—the economic or behavioral mechanism, or the formal model—regardless of the methodology (e.g., archival, experimental, analytical). It ensures that hypotheses are directional, falsifiable, and rigorously grounded in established economic and accounting theory.

This guide outlines the rigorous process of formalizing cognitive theories for academic manuscripts. It teaches researchers how to structure a computational or mathematical model, define interpretable parameters, and derive discriminating predictions that differentiate their theory from rival accounts. Essential for moving from a verbal hypothesis to a testable, falsifiable scientific model.

A structured guide on translating behavioral or game-theoretic arguments into pre-specified, quantitative, and testable hypotheses for Experimental Economics (ExpEcon) manuscripts. This methodology emphasizes moving beyond informal intuition by defining the experimental game, deriving benchmark predictions, layering competing behavioral accounts, and generating comparative-statics hypotheses that treatments must adjudicate. It is essential for manuscripts aiming to robustly test theory through design.

This guide teaches advanced methods for developing robust theoretical arguments in Human Resource Management (HRM) manuscripts. It focuses on moving beyond simple correlation by articulating precise causal mechanisms—such as AMO, signaling, and social exchange—to build testable predictions a priori. It is essential for avoiding common academic pitfalls like HARKing and construct conflation.

A comprehensive methodological guide detailing how to design rigorous, publishable empirical or analytical studies for top-tier accounting and economics journals (like JAE). It focuses heavily on achieving causal identification by mastering techniques such as Difference-in-Differences (DiD), Instrumental Variables (IV), Regression Discontinuity (RDD), and event studies, ensuring the study design credibly supports the economic prediction.

This guide provides a rigorous framework for developing robust, theory-driven hypotheses in accounting research, especially for high-impact academic journals. It teaches researchers how to transition from observing mere correlations to formulating hypotheses grounded in established economic theories, such as agency theory, information economics, and positive accounting theory. The process emphasizes identifying the core economic friction, naming the acting agents and their incentives, and deriving directional, falsifiable, and a priori predictions.