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flash-crash

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Nube1 / Conditional-Value-at-Risk

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Topological Early Warning Signals for Flash Crashes: A Proof-of-Concept using Topological Data Analysis (TDA) and Persistent Homology to detect structural market fragility and liquidity voids in Limit Order Books before a crash occurs.

python quantitative-finance limit-order-book persistent-homology topological-data-analysis tda financial-engineering anomaly-detection market-microstructure betti-numbers gudhi flash-crash
  • Updated Dec 7, 2025
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