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They are nonetheless difficult to detect reliably because the data signal is noisy and heavily multicollinear, while the contemporaneous text that announces them is unstructured. Standard regime shift detection methods rely solely on structured time-series data and ignore policy communications, even though these texts often signal shifts before they materialise in observed prices. We propose a text-enhanced regime shift detection pipeline that combines large language model (LLM) reasoning over central-bank communications with statistical validation on multivariate financial time series. The framework is detector-agnostic: text-proposed candidates are validated using a bootstrap likelihood-ratio test on a vector autoregression (VAR), while data-driven candidates from arbitrary regime detectors are","title":"Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market","url":"https://arxiv.org/abs/2605.30363","vendor":"arxiv_cs_ai"},"summary":"arXiv:2605.30363v1 Announce Type: cross \nAbstract: Regime shifts in financial markets reorganise the joint dynamics of asset prices and macro variables, breaking any single-regime calibration. They are nonetheless difficult to detect reliably because the data signal is noisy and heavily multicollinear, while the contemporaneous text that announces them is unstructured. Standard regime shift detection methods rely solely on structured time-series data and ignore policy communications, even though these texts often signal shifts before they materialise in observed prices. We propose a text-enhanced regime shift detection pipeline that combines large language model (LLM) reasoning over central-bank communications with statistical validation on multivariate financial time series. The framework is detector-agnostic: text-proposed candidates are validated using a bootstrap likelihood-ratio test on a vector autoregression (VAR), while data-driven candidates from arbitrary regime detectors are","title":"Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market","vendor":"arxiv_cs_ai"},"confidence":{"method":"deterministic"},"decision":"POSITIVE","issued_at":"2026-06-01T04:43:13Z","notes":"Spider vendor_press (news) news.vendor_press.v1","object":{"captured_by":"crovia.spider.vendor_press","primary_source_url":"https://arxiv.org/abs/2605.30363"},"predecessors":[],"schema":"crovia.axiom.v1","signature":"ed25519:94f9858ca6558b81ab1f115f9ae4a2e9bc0ee622462a592085f99dd5499bc57e5e0894ca8f8bbd4ff60c1eaa5cc53d57bf506fa24d85d182b119d473646afd06","signer":"crovia.substrate","subject":{"observed_at":"2026-06-01T04:43:13Z","source_collector":"spider:vendor_press","target_id":"https://arxiv.org/abs/2605.30363"},"tsa":{"authority":"crovia.substrate.bootstrap","rfc3161_token":"{\"kind\":\"crovia.bootstrap.tsa\",\"source_jsonl\":\"/opt/crovia/spider/data/news/vendor_press_v1.jsonl\",\"source_seal_merkle_root\":\"spider_vendor_press_v1\",\"upgrade_path\":\"Sessione H \\u2014 OpenTimestamps weekly anchor\"}"},"zk_mode":"clear","zk_proof":null},"ledger":{"leaf_hash":"a15159a991352e13ae0dd08b6c5a341b11373598b191bc6bff4340dea218bd0b","leaf_index":163805,"ledger_path":"/opt/crovia/substrate/axiom_ledger.jsonl"},"merkle_proof":{"hash_alg":"sha256","leaf_prefix":"0x00","node_prefix":"0x01","odd_leaf_rule":"duplicate_last","path":[{"sibling":"20acea520c877bf7311d784efcba7721cabd0c87fa42593b0639f0af4a811e88","side":"left"},{"sibling":"4f7e0867778b6dda45c20abb231fc40fc43c6109ac1d3d50cb30251fda915fbd","side":"right"},{"sibling":"7d0d9cafefeb546ff25c88a724c0644382d27c231d0da3580e59187826b35633","side":"left"},{"sibling":"1b1ad08d273e5958cd618dd3b804591edc85948e535ce3d19b58e95035ace435","side":"left"},{"sibling":"0f045d7eb008cc10ba76bc5614093e37f652462a372fb95c81220ee5ffedad4d","side":"left"},{"sibling":"14a28c2982687dd26393e7e927addebf2d5a5101d99d05872284131df7a2f44a","side":"right"},{"sibling":"6f506d4e4c7fb170ea5ab20efffbcbb69464bf6db4cde5e90925fede53e31584","side":"left"},{"sibling":"764e4312cdb701ef8613acdc2311e1724d6a379f21c70c30ed832e7ede3d2d33","side":"left"},{"sibling":"5a0517e6c348bc5a70f1aef04c1415d23980c712e375838fff54dfa281f98760","side":"left"},{"sibling":"d6986f4b6a5bd07cba1de43f660d527af780ad1465d0f4af5f137bd514e95f7e","side":"left"},{"sibling":"aff54f89d4445cf32bb05b2ece532d190200cb92524489ddfa648b5cc36e21a4","side":"left"},{"sibling":"f028fad1771bff7dceff3a83baf90249f4eb410ebedfe92dda1bb2b89d7093c8","side":"left"},{"sibling":"59c6490072e8a1d357ece10bb08d7f449a3acbae58e130e3e7469cbea0314c65","side":"left"},{"sibling":"66331bac84ca0f8983eb09fac7eaf95af234f1b82680b793eabff4ee25caac40","side":"left"},{"sibling":"35ca36cee447f0ef7064a25d55f59357c66901e31427729c4c1d8b14aa8adb6c","side":"left"},{"sibling":"c9ac00eed8c475f1e525869bb329af03d052181b19ff8234edefe12f6ecec154","side":"right"},{"sibling":"ce41d9b82f34b16efd653dfb3552acc4e2512939e47903e5fc979fbed00c5764","side":"right"},{"sibling":"d841ad93efda0869e5eb97678f348f03f5caab4353e05ff4bf18f47fb945b822","side":"left"}]},"schema":"crovia.axiom_proof.v1","seal":{"first_collector_run_id":"","first_receipt_hash":"","jsonl_path":"/opt/crovia/substrate/axiom_ledger.jsonl","key_id":"430895f101d38164","last_collector_run_id":"","last_receipt_hash":"","leaf_count":164217,"merkle_root":"a1098816aea1b60b8fe37b62410469bc5024a2c335bbec4f6ef2add7875dbdf2","public_key_hex":"cf742e26f75669dc673cb5c0786a1ae23ae8ca19c347317192ce40c28a7ff25c","run_id":"hourly_json_retrofit_20260601T053701Z","schema":"crovia.seal.v1","seal_family_version":"crovia-seal-family/1","seal_kind":"substrate_batch","sealed_at":"2026-06-01T05:37:41Z","sig_algorithm":"ed25519","signature":"d7f91db1d54b9495c499440c2828f4bd53360555391ce6e25adea5183bc1fa0f697d80708a099d0b0429e6f8cb6c71e7fccf82acb3c84481149974fb26074708","signer_version":"1.1.0"},"trust_root":{"key_id":"430895f101d38164","public_key_hex":"cf742e26f75669dc673cb5c0786a1ae23ae8ca19c347317192ce40c28a7ff25c","signature_algorithm":"ed25519","url":"/registry/canon/TRUST_ROOT.md"},"verifier":{"spec":"/registry/canon/AXIOM_RECEIPT_v1.md","url":"/v/axm_dbb0a81d8b5ab2236370026f278577c0e56737d31b285f1e381143419ba42404"}}