Dynamic Communities in FX Market During 2007-2008 Credit Crisis

Authors

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

Year

2009

Venue

arXiv

Category

FX Market Topology

Cite status

Verified

Domains

routing

Notes

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

Relevance to ƒxyz

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