ORCA reports a balanced crisis detection AUC of 0.741 using 206 features from spectral graph analysis of correlation networks, with a backtested dynamic allocation strategy achieving Sharpe 1.13 and -7.5% max drawdown.
DeepSupp: Attention-driven correlation pattern analysis for dynamic time series support and resistance levels identification
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ORCA -- Online Regime Correlation Analyzer
ORCA reports a balanced crisis detection AUC of 0.741 using 206 features from spectral graph analysis of correlation networks, with a backtested dynamic allocation strategy achieving Sharpe 1.13 and -7.5% max drawdown.