Collusion set detection using graph clustering

@article{Palshikar2007CollusionSD,
  title={Collusion set detection using graph clustering},
  author={Girish Keshav Palshikar and Manoj M. Apte},
  journal={Data Mining and Knowledge Discovery},
  year={2007},
  volume={16},
  pages={135-164}
}
Many mal-practices in stock market trading—e.g., circular trading and price manipulation—use the modus operandi of collusion. Informally, a set of traders is a candidate collusion set when they have “heavy trading” among themselves, as compared to their trading with others. We formalize the problem of detection of collusion sets, if any, in the given trading database. We show that naïve approaches are inefficient for real-life situations. We adapt and apply two well-known graph clustering… CONTINUE READING
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