jack/lob-latent-regimes
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Author SHA1 Message Date
PRAKUL HIREMATHandGitHub 346fd5310a Create v4.py 2026-04-10 18:01:10 +05:30
PRAKUL HIREMATHandGitHub 76fa592ea0 Add v3 of latent micro-regime detection algorithm 
Introduced a new version of the latent micro-regime detection algorithm with a focus on pre-transition instability detection using HMM posterior-based signals. This version includes detailed feature engineering, model fitting, and visualization enhancements.
 2026-04-10 17:52:33 +05:30
PRAKUL HIREMATHandGitHub 08496217b9 Rename v1 to v1.py 2026-04-10 17:48:42 +05:30
PRAKUL HIREMATHandGitHub d78add08a1 Rename v2 to v2.py 2026-04-10 17:48:28 +05:30
PRAKUL HIREMATHandGitHub eaded72f8f Add v2 of Latent Micro-Regimes in Limit Order Books 
This version introduces key changes including the identification of pre-stress build-up and crisis regimes, a new method for detection via posterior entropy, and improvements in signal processing to reduce flooding.
 2026-04-10 17:47:05 +05:30
PRAKUL HIREMATHandGitHub af106ef5d0 Add research-grade pipeline for LOB analysis 2026-04-10 17:46:45 +05:30