2 papers
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:…
cs.LG2025
Sig-DEG for Distillation: Making Diffusion Models Faster and Lighter
Lei Jiang, Wen Ge, Niels Cariou-Kotlarek +6
Diffusion models have achieved state-of-the-art results in generative modelling but remain computationally intensive at inference time, often requiring thousands of discretization…