Dynamic Communities in FX Market During 2007-2008 Credit Crisis

Autores

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

Año

2009

Publicación

arXiv

Categoría

FX Market Topology

Estado de cita

Verificado

Dominios

routing

Notas

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

Relevancia para ƒxyz

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