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lob-latent-regimes/Experiments
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
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