Papers › Market regime classification with signatures

Market regime classification with signatures

30 Jun 2021arXiv:2107.00066archive 2025-07-28

Paul Bilokon, Antoine Jacquier, Conor McIndoe

We provide a data-driven algorithm to classify market regimes for time series. We utilise the path signature, encoding time series into easy-to-describe objects, and provide a metric structure which establishes a connection between separation of regimes and clustering of points.

PaperPDFCode

Code

mcindoe/regimedetection officialmentioned in papermentioned on GitHubpytorch report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

ClassificationClusteringTime SeriesTime Series Analysis

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections