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Zhan-Kun Wang

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Open access Aug 2026

Information-Driven Resampling and Market Regime Detection: A Futures Trading Framework Based on GMM and Multi-Model Ensemble Learning

Fixed-interval candlestick sampling cannot adequately represent the non-uniform arrival of information in futures markets. This study develops an information-driven market-regime detection and trading framework. One-minute data are resampled along a hybrid information axis constructed from standardized trading-volume i...

Zhan-Kun Wang · 0 citations

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