Improving on the Markov-Switching Regression Model by the Use of an Adaptive Moving Average. - Piotr Pomorski; Denise Gorse (CoRR, 2022)

Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes. - Piotr Pomorski; Denise Gorse (LOD (2), 2023)

Multi-Period Portfolio Optimisation Using a Regime-Switching Predictive Framework. - Piotr Pomorski; Denise Gorse (CoRR, 2023)