Coarse and fine identification of collusive clique in financial market
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- 作者：Jia Zhaia ; 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 Caob ; 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 Yaoc ; 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 Dingd ; xuemeid@fjnu.edu.cn" class="auth_mail" title="E-mail the corresponding author ; Yuhua Lie ; 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
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We analyse the essential features of collusive clique in financial market.
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We model collusive trading actions by directed and undirected graphs.
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The trader and transaction are transformed and classified into clusters by k-means.
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The clique is identified by a dynamic programming based approach.