MRRMarket Regime
Research

Classification research / edition 2026.10

Compare classifiers

Inspect thresholds, clustering, Markov models and the information set behind a classification.

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Threshold Classification

Build an auditable classification specification by declaring features, comparisons, equality behavior, uncertainty handling, and version boundaries.

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Markov Switching and State Probabilities

Understand latent-state models, probability information sets, transition assumptions, and why a fitted state path is not decision-time validation.

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Clustering and Label Stability

Distinguish a change in cluster identifiers from a change in membership, and assess geometry, time stability, and interpretation separately.

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Rolling-Window Standardisation

Interpret standardized features relative to an explicit information-eligible window, with worked calculations showing why endpoint choices matter.

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Comparing Regime Classifications

Compare methods on the same eligible information, explain disagreements and avoid confusing agreement with accuracy. A useful comparison reveals rule sensitivity without inventing a true regime.