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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Manifold Learning & Geometric Regime Detection for Financial Markets: Diffusion Maps, Spectral Embeddings, and Nonlinear State Space Models for Market

Manifold Learning & Geometric Regime Detection for Financial Markets: Diffusion Maps, Spectral Embeddings, and Nonlinear State Space Models for Market

Paperback

Investing & Finance

ISBN13: 9798242494527
Publisher: Independently Published
Published: Jan 4 2026
Pages: 590
Weight: 1.72
Height: 1.19 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Markets do not move randomly. They evolve across hidden geometric structures that traditional linear models fail to capture.

Manifold Learning & Geometric Regime Detection for Financial Markets introduces a new framework for understanding market behavior by modeling price, volatility, and correlation dynamics as motion on nonlinear manifolds. Instead of forcing financial data into Euclidean assumptions, this book shows how markets occupy curved, high-dimensional state spaces whose shape encodes regime shifts, structural risk, and instability long before they appear in conventional indicators.

Also from

Schwartz, Alice

Also in

Investing & Finance