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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Regime-Shift Detection for FP&A: Hidden-State Models, Breakpoints, and Market Regime Filters in Excel & Python

Regime-Shift Detection for FP&A: Hidden-State Models, Breakpoints, and Market Regime Filters in Excel & Python

Paperback

Investing & Finance

ISBN13: 9798275817201
Publisher: Independently Published
Published: Nov 24 2025
Pages: 384
Weight: 1.02
Height: 0.96 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Traditional FP&A models fail when the business environment shifts. Revenue patterns break. Cost curves bend. Forecast accuracy collapses. Yet most finance teams have no systematic way to detect when a regime shift has occurred, let alone model it.

Regime-Shift Detection for FP&A brings the mathematics of hidden-state modeling, structural break analysis, and advanced time-series filtering into the world of corporate finance. Graham Wexler translates high-level econometrics into practical, board-ready forecasting systems built directly in Excel and Python.

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Munrow, Danny

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Investing & Finance