Dynamic Cross-sectional Regime Identification for Financial Market Prediction - researchr publication authors

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Rongbo Chen, Kunpeng Xu 0002, Jean-Marc Patenaude, Shengrui Wang. Dynamic Cross-sectional Regime Identification for Financial Market Prediction. In Hong Va Leong, Sahra Sedigh Sarvestani, Yuuichi Teranishi, Alfredo Cuzzocrea, Hiroki Kashiwazaki, Dave Towey, Ji-Jiang Yang, Hossain Shahriar, editors, 46th IEEE Annual Computers, Software, and Applications Conferenc, COMPSAC 2022, Los Alamitos, CA, USA, June 27 - July 1, 2022. pages 295-300, IEEE, 2022. [doi]

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