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name: advanced-math-trading/time-series-regimes description: Time series modeling, stationarity, ARIMA/GARCH, SDEs, and regime detection for trading.

What this covers

• ARIMA/GARCH, stationarity/unit roots, mean reversion.
• SDEs, discretization, jump diffusions.
• Regime detection.

Navigation (load on demand)

• docs/knowledge-base/domains/foundations/advanced-mathematics/time-series-fundamentals.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/time-series.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/stationarity-and-unit-roots.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/arima-models.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/garch-models-volatility-modeling.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/mean-reverting-processes.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/jump-diffusion-processes.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/discretization-schemes-for-sdes.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/stochastic-calculus-it-calculus.md
• docs/knowledge-base/domains/foundations/advanced-mathematics/regime-detection.md

Quick workflows

• Diagnostics → stationarity/unit-root → ARIMA/GARCH fit.
• Regime-aware modeling → load regime-detection + mean-reverting/jump diffusion as needed.
• SDE simulation → discretization schemes file.

Notes

• Pull specific MDs per task; keep context lean.