Coarse and fine identification of collusive clique in financial market

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Coarse and fine identification of collusive clique in financial market

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作者：Jia Zhai^a ; ^{j.zhai@salford.ac.uk" class="auth_mail" title="E-mail the corresponding author} ; ^{jia.zhai1982@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Yi Cao^b ; ^{Jason.caoyi@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; ^{jason.yicao@outlook.com" class="auth_mail" title="E-mail the corresponding author} ; Yuan Yao^c ; ^{yaoyuan@henu.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; ^{prof.yuanyao@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Xuemei Ding^d ; ^{xuemeid@fjnu.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Yuhua Li^e ; ^{Y.Li@salford.ac.uk" class="auth_mail" title="E-mail the corresponding author}
关键词：Collusive clique ; Clustering ; Knapsack problem ; Dynamic programming
刊名：Expert Systems with Applications
出版年：2017
出版时间：1 March 2017
年：2017
卷：69
期：Complete
页码：225-238
全文大小：1476 K

文摘

•: We analyse the essential features of collusive clique in financial market.
•: We model collusive trading actions by directed and undirected graphs.
•: The trader and transaction are transformed and classified into clusters by k-means.
•: The clique is identified by a dynamic programming based approach.

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