Manifold Learning & Geometric Regime Detection for Financial Markets Diffusion Maps, Spectral Embeddings, and Nonlinear State Space Models for Market Structure, Risk, and Volatility Marwood, Helena K Heftet / 2026 / Engelsk
Spectral Finance & Harmonic Signal Decomposition Extracting Cycles, Frequencies, and Market Microstructure from Price Data Schwartz, Alice Heftet / 2026 / Engelsk
Fractal Geometry & Multiscale Market Models Scaling Laws, Multifractals, and Structural Predictability Across Time Horizons Marwood, Helena K Heftet / 2026 / Engelsk
Rough Volatility & Fractional Models with Python From fBM to the Hurst-Driven Trading Edge: Modeling Volatility Roughness, Extracting Fractional Signals, and Building Systematic Trading Systems Preston, James Heftet / 2025 / Engelsk
