Research topic
research-methods
How to Evaluate a Market Regime Detector Without Fooling Yourself
A detector can look fast simply because it changes its mind constantly. This held-out synthetic benchmark shows why regime research needs ground truth, causal features, strong baselines, and a scorecard that keeps latency beside stability.
Advanced Signal Decompositions Need the Right Test
SWT, synchrosqueezing, EMD, VMD, and EWT encode different assumptions. Four synthetic diagnostics show what each method earns, where a direct baseline still wins, and why one leaderboard cannot answer every regime question.