Thesis name: "Development of machine learning algorithms for estimating regime-switching models"
Название: "Разработка алгоритмов машинного обучения для построения моделей с переключением состояний"
This repository contains
It also contains the regime_switching
library, Jupyter notebook examples, and even a Dockerfile to get everything running.
The document itself is mostly in Russian (besides a Thesis page) and available as a PDF directly here or at the release URL.
Thanks for your interest!