Refined Robust PCA for Financial Market Regime Detection: A Two-Tier Distributional Framework with HMM Prediction
Jan Sapé Rivero
- Published
- Publisher
- Elsevier BV
- Research area
- Capital & markets
- Source type
- Preprint / posted paper
- DOI
- 10.2139/ssrn.7211938
This is a preprint or other posted paper. Check the original source for its review and publication status.
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Cite this source
Jan Sapé Rivero. Refined Robust PCA for Financial Market Regime Detection: A Two-Tier Distributional Framework with HMM Prediction. Elsevier BV. 2026. https://doi.org/10.2139/ssrn.7211938