Generative-discriminative machine learning models for high-frequency financial regime classification (Q6992022)
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scientific article; zbMATH DE number 8032162
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| English | Generative-discriminative machine learning models for high-frequency financial regime classification |
scientific article; zbMATH DE number 8032162 |
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Generative-discriminative machine learning models for high-frequency financial regime classification (English)
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28 April 2025
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high-frequency financial regime
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kernel methods
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Fisher information
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hidden Markov model
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support vector machine
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