PROBABILISTIC MARKET REGIME CLASSIFIER
Stock intelligence,
without false certainty.
PMRC transforms market history into five probabilistic return regimes using LightGBM, distribution statistics, technical signals and broad-market context.
DESIGNED FOR EXPLORATION
More than an up/down signal.
Five regimes.
Large Down, Small Down, Neutral, Small Up and Large Up preserve information about direction and magnitude.
Two horizons.
Compare 1-day and 5-day model outputs to see how the probability distribution changes across time.
Transparent report.
Confidence, entropy, volatility, RSI, beta, correlation, tail statistics and held-out model metrics are explained.
Crispen Chachengwa
Machine Learning & FinTech Developer
MSc in FinTech · University of Central Florida
crischachengwa@gmail.com
Dr. Mesut Ozdag
Ph.D.: Computer Science, University of Central Florida
Assist. Prof.: Karabuk University
For Overleaf: mst.ozdag@gmail.com
PMRC is an experimental educational tool, not investment advice, a recommendation, solicitation, or guarantee of future performance. Predictions can be wrong.