Concepedia

Regime Detection

Regime Detection is a methodological framework within algorithmic trading analytics that identifies distinct, persistent states of market behavior characterized by statistically meaningful shifts in underlying dynamics, thereby differentiating periods governed by contrasting financial market conditions.

33

Publications

1.6K

Citations

109

Authors

55

Institutions

Publications per year

2017–2026

14

Parents

Publications

33

Application of a sequential regime shift detection method to the Bering Sea ecosystem

Sergei N. Rodionov, James E. Overland · ICES Journal of Marine Science · 2005 · 350 citations · Full text

, , +16

A regime map for direct contact condensation

C. K. Chan, C.K.B. Lee · International Journal of Multiphase Flow · 1982 · 260 citations

, , +13

Detecting Regime Shifts: The Causes of Under- and Overreaction

Cade Massey, George Wu · Management Science · 2005 · 151 citations

, , +17

RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME.

Annalisa Fabretti, Marcel Ausloos · International Journal of Modern Physics C · 2005 · 104 citations · Full text

, , +16

Development of a process map: A step towards a regime map for steady-state high shear wet twin screw granulation

Ashish Kumar, Jens Dhondt, Jurgen Vercruysse et al. · Powder Technology · 2015 · 54 citations

, , +12

1–5 of 33

Authors

109

  1. GW
    George Wu

    University of Chicago, United States

    2 publications · 200 citations

    2

    h-index

  2. CM
    Cade Massey

    University of Pennsylvania, United States

    2 publications · 200 citations

    2

    h-index

  3. VV
    Valérie Vanhoorne

    Ghent University, Belgium

    1 publications · 54 citations

    1

    h-index

  4. NV
    Nicolas Vigaud

    Columbia University, United States

    1 publications · 50 citations

    1

    h-index

  5. GJ
    Gordon J. Ross

    University College London, United Kingdom

    1 publications · 16 citations

    1

    h-index

1–5 of 109

Institutions

55

  1. University of Pennsylvania

    Philadelphia, United States

    2 h-index

    2 publications

    68 citations

  2. University of Chicago

    Chicago, United States

    2 h-index

    2 publications

    200 citations

  3. University of Pavia

    Pavia, Italy

    2 h-index

    3 publications

    44 citations

  4. University of Essex

    Colchester, United Kingdom

    2 h-index

    3 publications

    62 citations

  5. University of California, Santa Barbara

    Santa Barbara, United States

    1 h-index

    1 publications

    19 citations

  6. New York University

    New York, United States

    1 h-index

    1 publications

    20 citations

  7. Imperial College London

    London, United Kingdom

    1 h-index

    3 publications

    48 citations

  8. National Tsing Hua University

    Hsinchu, Taiwan

    1 h-index

    1 publications

    27 citations

1–8 of 55

Venues

  1. Powder Technology

    2 publications · 83 citations

    2

    h-index

  2. Stochastic Models

    1 publications · 19 citations

    1

    h-index

  3. Sensors and Actuators B Chemical

    1 publications · 27 citations

    1

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 1 publications · 18 citations

    1

    h-index

  5. Monthly Weather Review

    1 publications · 50 citations

    1

    h-index

1–5