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"RHINE: A Regime-Switching Model with Nonlinear Representation for ..."
Kunpeng Xu et al. (2024)
- 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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