Aliens on Earth: Early Detection of Latent Microstructure Regimes in Limit Order Books

By Prakul Sunil Hiremath, Vruksha Arun Hiremath

Published 2026-04-24

Everscope rating

1565

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Trigger-Based Latent Regime Detector with MAX Aggregation and Rising-Edge Condition. Problem types: Anomaly Detection, Time Series Classification, Online Learning, Risk Management, Sequence-to-Sequence Learning.

arXiv:2604.20949 · Code · Paper rankings

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