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cff-version: 1.2.0
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message: "If you use this software or refer to the research in your work, please cite it as below."
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authors:
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- family-names: "Hiremath"
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given-names: "Prakul Sunil"
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- family-names: "Hiremath"
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given-names: "Vruksha Arun"
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title: "Early Detection of Latent Micro-Regimes in Limit Order Books"
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version: "1.0.0"
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doi: "10.5281/zenodo.19697687"
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date-released: "2026-04-30"
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url: "https://github.com/prakulhiremath/LOB-Latent-Regimes"
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keywords:
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- "limit-order-book"
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- "market-microstructure"
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- "hidden-markov-models"
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- "regime-detection"
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- "quantitative-finance"
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