"Feature Selection for HMM Regime Detection: An Empirical Characterisation ..."

Jiakang Xu, Kaung Myat Kyaw, Jonathan H. Chan (2026)

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DOI: 10.1145/3816713.3819068

access: open

type: Conference or Workshop Paper

metadata version: 2026-06-25

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  dblp key:
  - conf/iait/XuKC26
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  - https://dblp.org/rec/conf/iait/XuKC26
Jiakang Xu, Kaung Myat Kyaw, Jonathan H. Chan:
Feature Selection for HMM Regime Detection: An Empirical Characterisation of Volatility and Trend Features in Equity Markets. IAIT 2026: 41:1-41:10

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