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Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures

Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures

Zacharia Issa
Blanka Horvath
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Papers citing "Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures"

3 / 3 papers shown
Title
Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering
Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering
Qinmeng Luan
James Hamp
AI4TS
11
0
0
02 Oct 2023
Understanding Failures in Out-of-Distribution Detection with Deep Generative Models
Understanding Failures in Out-of-Distribution Detection with Deep Generative Models
Lily H. Zhang
Mark Goldstein
Rajesh Ranganath
OODD
140
103
0
14 Jul 2021
Revisiting Classifier Two-Sample Tests
Revisiting Classifier Two-Sample Tests
David Lopez-Paz
Maxime Oquab
69
390
0
20 Oct 2016