Coarse and fine identification of collusive clique in financial market

作者：

Highlights：

• 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.

摘要

•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.

论文关键词：Collusive clique,Clustering,Knapsack problem,Dynamic programming

论文评审过程：Received 5 June 2016, Revised 20 September 2016, Accepted 23 October 2016, Available online 24 October 2016, Version of Record 28 October 2016.

论文官网地址：https://doi.org/10.1016/j.eswa.2016.10.051