2 papers
cs.LG2026
Change Detection in Probability Flow ODE: Online Testing in Diffusion Latent Spaces
Artem Kraevskiy, Artem Prokhorov
A rapidly growing range of sequential data tasks, such as identifying trend reversals in financial markets, auto-segmenting video and audio recordings, detecting changes in movemen…
econ.EM2024
An early warning system for emerging markets
Artem Kraevskiy, Artem Prokhorov, Evgeniy Sokolovskiy
Financial markets of emerging economies are vulnerable to extreme and cascading information spillovers, surges, sudden stops and reversals. With this in mind, we develop a new onli…