Machine Learning + Regime Switching = Profitability?
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The concept of regimes
Machine Learning + Regime Switching = Profitability?
If attempts to predict the switching from a bull to a bear market were even slightly successful, one could focus on just this one type of switching and call it a day. If only it were that easy! In fact, the difficulty with predicting this type of bull/bear switching has encouraged researchers to examine other types of financial markets regime switching instead, in the hope of finding some that may be more amenable to existing statistical tools. ...
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