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q-fin.CP2026
Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
Mingxuan Yi, Vidal Mehra, Jing Chen +1
Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration. They are nonetheless hard to identify:…
q-fin.CP2025
BondBERT: What we learn when assigning sentiment in the bond market
Toby Barter, Zheng Gao, Eva Christodoulaki +2
Bond markets respond differently to macroeconomic news compared to equity markets, yet most sentiment models are trained primarily on general financial or equity news data. However…