超越相关性的隐性市场状态探测(实证结果)

1作者: johnoliveiradev4 天前
分享一项基于结构耦合而非相关性的实证性状态检测研究。<p>关键发现:相关性可能保持高位,而结构依赖性却会崩溃。 该信号在不同尺度上检测到刚性、过渡和混沌状态。<p>黑盒引擎,仅提供结果。 不具备预测性,未使用机器学习。<p> 欢迎对解读和相关文献提出反馈意见。<p>代码库:https:&#x2F;&#x2F;github.com&#x2F;johnoliveiradev&#x2F;Multiscale-structural-regime-benchmark&#x2F;tree&#x2F;main&#x2F;results&#x2F;BTC%20vs%20ETH%2060%20days
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Sharing an empirical regime-detection study based on structural coupling rather than correlation.<p>Key finding: correlation can stay high while structural dependence collapses. The signal detects rigid, transitional and chaotic regimes across scales.<p>Black-box engine, results only. Not predictive, no ML.<p>Looking for feedback on interpretation and related literature.<p>Repo: https:&#x2F;&#x2F;github.com&#x2F;johnoliveiradev&#x2F;Multiscale-structural-regime-benchmark&#x2F;tree&#x2F;main&#x2F;results&#x2F;BTC%20vs%20ETH%2060%20days