Geometric observables from spectral embeddings of stock returns detect financial regime shifts with competitive out-of-sample performance and fewer false alarms than supervised baselines.
Pancharatnam, Generalized theory of interference, and its applications
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.ST 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Geometric Observables for Financial Regime Detection
Geometric observables from spectral embeddings of stock returns detect financial regime shifts with competitive out-of-sample performance and fewer false alarms than supervised baselines.