Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes.
Jeremy D. TurielTomaso AstePublished in: Entropy (2022)
Keyphrases
- high frequency
- phase transition
- low frequency
- constraint satisfaction
- visual quality
- randomly generated
- satisfiability problem
- high resolution
- np complete
- hard problems
- subband
- wavelet coefficients
- high frequencies
- low pass
- wavelet transform
- discrete wavelet transform
- graph coloring
- random instances
- multi resolution analysis
- random constraint satisfaction problems
- random graphs
- sat problem
- wavelet domain
- high frequency components
- cellular automata
- random sat
- similarity measure
- np complete problems
- gray scale
- subband decomposition
- multiscale