Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yi, Mingxuan, Mehra, Vidal, Chen, Jing, Cartlidge, John
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Artificial Intelligence Machine Learning Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.30363