WANG, Zhankun. Information-Driven Resampling and Market Regime Detection: A Futures Trading Framework Based on GMM and Multi-Model Ensemble Learning. International Journal of Computer Science and Information Technology, U.K., v. 8, n. 6, p. 58–66, 2026. DOI: 10.62051/ijcsit.v8n6.08. Disponível em: https://wepub.org/index.php/IJCSIT/article/view/6233. Acesso em: 5 sep. 2026.