Multivariate Stochastic Volatility with Machine Learning-Augmented Regime Detection for Cross-Market Financial Contagion: A Bayesian Nonparametric and Ensemble-Learning Comparative Framework
Joshua Christopher Thomas Titus
- Published
- Publisher
- Elsevier BV
- Research area
- AI & compute
- Source type
- Preprint / posted paper
- DOI
- 10.2139/ssrn.7481602
This is a preprint or other posted paper. Check the original source for its review and publication status.
The original publisher provides the full text and its access options.
Cite this source
Joshua Christopher Thomas Titus. Multivariate Stochastic Volatility with Machine Learning-Augmented Regime Detection for Cross-Market Financial Contagion: A Bayesian Nonparametric and Ensemble-Learning Comparative Framework. Elsevier BV. 2026. https://doi.org/10.2139/ssrn.7481602