Regime Detection on trajectories binary-edge calibration subcritical supercritical v34d
100Recall (Supercritical)CSAD
Evaluation Results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| CSADSubstrate=Trading-flow / contagion direction2026.05 | 100 | 69 | 68 | 75 | 180 | 150 | |
| LSV 1992Substrate=Trading-flow / contagion direction2026.05 | 100 | 60 | 100 | 48 | 355 | 333 | |
| Jiang 2023Substrate=Trading-flow / contagion direction2026.05 | 100 | 60 | 100 | 50 | 306 | 262 | |
| Sandhu 2016Substrate=Price-correlation substrate2026.05 | 95 | 72 | 55 | 72 | 80 | 43 | |
| Lap-CSADSubstrate=Price-correlation substrate2026.05 | 85 | 85 | 23 | 80 | -42 | -74 | |
| Srinivasan 2026Substrate=Price-correlation substrate2026.05 | 79 | 71 | 49 | 66 | 20 | -52 | |
| GeomHerd β−Substrate=Sign-decomposed contagion-bridge detector, tau_neg=-0.4, calibration=CUSUM+slope, direction=up2026.05 | 65 | 55 | 81 | 80 | 318 | 272 | |
| GeomHerd κ¯+ORSubstrate=Agent-graph substrate (head-to-head)2026.05 | 4 | 45 | 7 | 48 | 178 | 71 | |
| GeomHerd τsingSubstrate=Agent-graph substrate (head-to-head)2026.05 | 3 | 42 | 7 | 48 | -93 | -216 | |
| AA-MISubstrate=Agent-graph substrate (head-to-head)2026.05 | 0 | — | 0 | 50 | — | — |