Explainable Regime Conditioned Mixture of Experts for Financial Anomaly Detection: Replication Dataset

Derived rolling-window features, engineered factor channels, and the exact values underlying the reported means, standard deviations, tables, and figures in Hemrajani et al., 'Explainable Regime Conditioned Mixture of Experts for Financial Anomaly Detection, Risk Capital Calibration, and Cross Market Validation.' Raw source market data was obtained via the yfinance API; risk-factor data from the Kenneth R. French Data Library. See the included README.md for a full file-by-file description.