The Aligned Economic Index & the State-Switching Model

By Ilias Aarab

Published 2019-06-01

Everscope rating

1516

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: State-Switching Predictive Regression with PLS-Based Aggregate Predictor. Problem types: Time Series Forecasting, Regression, Dimensionality Reduction.

arXiv:2512.20460 · Paper rankings

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