most citedAutomated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering

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q-fin.CP2026★ 2 cited

Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering

Qinmeng Luan, James Hamp

Recent work has proposed Wasserstein k-means (Wk-means) clustering as a powerful method to classify regimes in time series data, and one-dimensional asset returns in particular. In…