Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets

By S. R. Luwang, B. N. Sharma, K. Mukhia, Md. Nurujjaman, Anish Rai, Filippo Petroni, Luis E. C. Rocha

Published 2026-01-13

Everscope rating

1461.1

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: HHT-HHSA-VLMC Pipeline. Problem types: Risk Management, Time Series Forecasting, Anomaly Detection, Sequence Modeling, Market Regime Identification.

arXiv:2601.08571 · Code · Paper rankings

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