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"RHINE: A Regime-Switching Model with Nonlinear Representation for ..."

Kunpeng Xu et al. (2024)

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DOI: 10.1137/1.9781611978032.61

access: closed

type: Conference or Workshop Paper

metadata version: 2024-07-03

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Kunpeng Xu, Lifei Chen, Jean-Marc Patenaude, Shengrui Wang:
RHINE: A Regime-Switching Model with Nonlinear Representation for Discovering and Forecasting Regimes in Financial Markets. SDM 2024: 526-534

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