jack/lob-latent-regimes
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d78add08a10e4c181451280920dc0e7118f2112f
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Author SHA1 Message Date
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