Multi-Scale Markov-Switching GARCH: Volatility Regime Detection in EUR/USD

By Jayesh Chaudhary

Published 2026-05-01

Everscope rating

1880.6

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Triple-Timeframe Markov-Switching GARCH with Time-Varying Transition Probabilities. Problem types: Time Series Forecasting, Risk Management, Classification, Density Estimation, Anomaly Detection.

arXiv:2606.06190 · Paper rankings

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