Detect colluded stock manipulation via clique in trading network
文献类型：期刊论文
| 作者 | Shen, Hua-Wei2,3; Cheng, Xue-Qi2,3; Sun, Xiao-Qian1,3; Shi, Fa-Bin2,3 |
| 刊名 | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
 |
| 出版日期 | 2019 |
| 卷号 | 513页码:565-571 |
| 关键词 | Colluded manipulation Clique Trading network Manipulation detection |
| ISSN号 | 0378-4371 |
| DOI | 10.1016/j.physa.2018.09.011 |
| 英文摘要 | Market manipulation is one of the important issues that draw much attention from academia and industry. Many efforts have been made to detect manipulation in stock market. However, with the development of technology, the means of manipulation become more and more diversified and the effective detection methods remain to be an open problem. Here, we develop a generalized method for colluded traders detection based on transaction data. We investigate the clique of trading network, and find the number and weight of clique are greater in manipulated stocks than that in non-manipulated stocks. We further propose a method to detect colluded traders based on weight of cliques. Results demonstrate that our method is effective at distinguishing the manipulated stocks and the colluded traders. (C) 2018 Published by Elsevier B.V. |
| 资助项目 | National Basic Research Program of China (973 Program)[2014CB340401] ; National Natural Science Foundation of China[91746301] ; National Natural Science Foundation of China[61802370] ; National Natural Science Foundation of China[61425016] ; National Natural Science Foundation of China[61472400] ; Open Project Funding of Collaborative Innovation Center for Economics crime investigation and prevention technology, China[JXJZXTCX-010] |
| WOS研究方向 | Physics |
| 语种 | 英语 |
| WOS记录号 | WOS:000448496200051 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://119.78.100.204/handle/2XEOYT63/3635]  |
| 专题 | 中国科学院计算技术研究所期刊论文_英文 |
| 通讯作者 | Sun, Xiao-Qian |
| 作者单位 | 1.Collaborat Innovat Ctr Econ Crime Invest & Preven, Nanjing, Jiangxi, Peoples R China 2.Univ Chinese Acad Sci, Beijing 100049, Peoples R China 3.Chinese Acad Sci, Inst Comp Technol, CAS Key Lab Network Data Sci & Technol, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Shen, Hua-Wei,Cheng, Xue-Qi,Sun, Xiao-Qian,et al. Detect colluded stock manipulation via clique in trading network[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2019,513:565-571. |
| APA | Shen, Hua-Wei,Cheng, Xue-Qi,Sun, Xiao-Qian,&Shi, Fa-Bin.(2019).Detect colluded stock manipulation via clique in trading network.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,513,565-571. |
| MLA | Shen, Hua-Wei,et al."Detect colluded stock manipulation via clique in trading network".PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 513(2019):565-571. |
入库方式： OAI收割
来源：计算技术研究所
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