Dynamic Communities in FX Market During 2007-2008 Credit Crisis

Autoren

Daniel J. Fenn, Mason A. Porter, Mark McDonald, Stacy Williams, Neil F. Johnson, Nick S. Jones

Jahr

2009

Publikationsort

arXiv

Kategorie

FX Market Topology

Zitierstatus

Verifiziert

Bereiche

routing

Anmerkungen

Sliding-window community detection on FX; communities restructure through crisis; numeraire matters

Relevanz für ƒxyz

Grounds dynamic FX community detection (Louvain on the MST backbone, `#75`) and the numeraire caveat