RHINE: A Regime-Switching Model with Nonlinear Representation for Discovering and Forecasting Regimes in Financial Markets

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Kunpeng Xu, Lifei Chen, Jean-Marc Patenaude, Shengrui Wang

Published: 01 Jan 2024, Last Modified: 14 Aug 2024SDM 2024EveryoneRevisionsBibTeXCC BY-SA 4.0