> ideally from the world of finance, where evaluating correctness of methodology and models is absolutely crucial
Isn't it only crucial to the group doing the analysis? Financial world thrives on information asymmetry. If you have more information / better models, why would you share it publically instead of extract as much as you can from that difference? (Unless it's a one-off invest/short-publish-benefit case)
Not sure I understand what you are asking. What I mean is that in (non-academic, applied) finance - unlike many other disciplines - you relatively quickly get feedback on the predictive power of your models. Like climate, finance is also a complex system. You have to always be critical of the steps you took to arrive at your model and focus on your research methodology.
Therefore I would trust someone who was successful in financial model research to perform that "audit" of sorts. Someone like David E. Shaw, for example.
Isn't it only crucial to the group doing the analysis? Financial world thrives on information asymmetry. If you have more information / better models, why would you share it publically instead of extract as much as you can from that difference? (Unless it's a one-off invest/short-publish-benefit case)