Full Terms & Conditions of access and use can be found at https://www.tandfonline.com/action/journalInformation?journalCode=tcon20 International Journal of Control ISSN: 0020-7179 (Print) 1366-5820 (Online) Journal homepage: https://www.tandfonline.com/loi/tcon20 An automated financial indices-processing scheme for classifying market liquidity regimes Xing Gu, Rogemar Mamon, Matt Davison & Hao Yu To cite this article: Xing Gu, Rogemar Mamon, Matt Davison & Hao Yu (2019): An automated financial indices-processing scheme for classifying market liquidity regimes, International Journal of Control, DOI: 10.1080/00207179.2019.1616225 To link to this article: https://doi.org/10.1080/00207179.2019.1616225 Accepted author version posted online: 09 May 2019. Published online: 19 May 2019. Submit your article to this journal Article views: 39 View Crossmark data