Research paper / RESOURCE PROFILE

Multi-regime Markov-switching models with time-varying transition prob

Publication: Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields. Published May 14, 2026.

Research & Papers
arxiv.orgPublished May 14, 2026
Visit source website ↗

Overview

Publication: Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields. Published May 14, 2026.

Publication information

Publication title
Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields
Authors
Samuel Modée, Yushu Li, Sjur Westgaard, Stein Andreas Bethuelsen
Published
May 14, 2026
Last publication revision
Sep 13, 2026
Subject areas
stat.ME, econ.EM, q-fin.ST
Publication source
arxiv.org · abs/2605.14976v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2605.14976 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
Research & Papers Explore →
96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

Sign In

Don't have an account yet? Register

Forgot password?

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.