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SWT, synchrosqueezing, EMD, VMD, and EWT are often placed in the same comparison table because they all decompose a signal. That makes them look like interchangeable candidates for one job. They are not.
Market-regime research is unusually easy to make convincing after the fact. Choose a familiar period, draw colored bands behind a price chart, and tell a story about what the model saw. A chart can look plausible even…
Time-series ML fails quietly when the feature layer ignores scale. A price series, volatility series, or sensor stream may look like one signal, but its behavior is usually a mixture of fast noise, medium-horizon stru…
"The market changed" is the kind of statement that is obviously true and almost useless. Changed how fast? Changed in the minute-scale chop, or in the multi-day trend? A single rolling volatility number cannot tell yo…