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Xu, K., Chen, L., Patenaude, J., & Wang, S. (2024). RHINE: A Regime-Switching Model with Nonlinear Representation for Discovering and Forecasting Regimes in Financial Markets. In Proceedings of the 2024 SIAM International Conference on Data Mining (SDM) (pp. 526-534). Society for Industrial and Applied Mathematics.
https://doi.org/10.1137/1.9781611978032.61

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