The impact of flash crashes on asset clusters in 2010 - A study on the changes in asset clusters caused by flash crashes. Includes a flash crash detection approach as well as covariance matrix approximation using the Hayashi-Yoshida estimator, paired with eigenvalue clipping, followed by the implementation of a Louvain clustering algorithm.
active 2025-01-30 → 2025-01-30 (UTC)
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Line chart, 1 days from 2025-01-30 to 2025-01-30. Pushes: 1 total, peak 1 in a day. Pull requests: 0 total, peak 0 in a day. Issues: 0 total, peak 0 in a day. Comments: 0 total, peak 0 in a day. Stars: 0 total, peak 0 in a day.
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| Contributor | Contributions | Pushes | PRs | Comments |
|---|---|---|---|---|
| arthurEpfl | 1 | 1 | 0 | 0 |
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