Detecting anomalous traders using multi-slice network analysis

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• 作者：Xiao-Qian Sun^a ; ^b ; ^{sunxiaoqian@ict.ac.cn} ; Hua-Wei Shen^a ; ^{shenhuawei@ict.ac.cn} ; Xue-Qi Cheng^a ; ^{cxq@ict.ac.cn} ; Yuqing Zhang^b ; ^{zhangyq@ucas.ac.cn}
• 关键词：Network analysis ; Trading network ; Multi-slice network ; Manipulation ; Anomaly detection
• 刊名：Physica A: Statistical Mechanics and its Applications
• 出版年：2017
• 出版时间：1 May 2017
• 年：2017
• 卷：473
• 期：Complete
• 页码：1-9
• 全文大小：2226 K
• 卷排序：473

文摘

We propose to analyze traders’ trading behavior by multi-slice trading network. We found that multi-slice trading network of manipulated stocks are significantly different from that of non-manipulated ones. Finally, we use multi-slice trading network to identify anomalous traders from manipulated stocks.