Regimes in the Order Flow: Duration-Aware and Multivariate Bayesian Online Changepoint Detection for High-Frequency Markets

By Ramzi Jebali

Published 2026-09-07

Everscope rating

1762.1

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Bayesian Online Changepoint Detection with Duration-Aware and Multivariate Extensions. Problem types: Time Series Forecasting, Anomaly Detection, Online Learning, Clustering, Density Estimation, Risk Management.

arXiv:2609.07989 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.