finance market-stress anomaly detection
method,n_days,n_assets,alpha,detected_days,threshold,max_distance,median_distance,radial_kurtosis,condition_number
RegularizedCauchy,899,8,0.975,23,95.79757169861077,251.5634271621798,7.344121400847285,2.815129834185989,6.066016648802037
top stress days
rank,date,robust_distance
1,2020-09-11,251.5634271621798
2,2020-09-16,232.6356115298036
3,2020-09-17,217.49733699014894
4,2022-03-03,204.18076327111973
5,2022-09-14,159.49903060794182
6,2020-09-18,157.19605603272385
7,2021-08-18,156.86350751922998
8,2022-09-07,155.85245060739706
9,2021-08-16,154.16973914961375
10,2020-09-22,154.1142504102232
saved outputs to results/external/finance_market_stress
