By: Katherine C. Kellogg, Hila Lifshitz-Assaf, Steven Randazzo, Ethan Mollick, Fabrizio Dell'Acqua, Edward McFowland III, François Candelon and Karim R. Lakhani ...

Bryan Lim, Stefan Zohren and Stephen Roberts propose a real-time indicator to detect temporary increases in asset co-movements that they call the autoencoder reconstruction ratio (ARR), which measures ...