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Integrating LLM-Based Time Series and Regime Detection with RAG for Adaptive Trading Strategies and Portfolio Management

Crossref DOI link: https://doi.org/10.1007/978-981-96-5833-6_7

Published Online: 2025-08-22

Published Print: 2025

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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