collaborators

1 paper

q-fin.ST2025

ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets

Andrés L. Suárez-Cetrulo, Alejandro Cervantes, David Quintana

Financial markets are complex, non-stationary systems where the underlying data distributions can shift over time, a phenomenon known as regime changes, as well as concept drift in…