摘要 We use 統計ly validated 網絡s, a recently introduced

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• 類型：已發表論文
• 日期：2012-01-20

摘要

We use 統計ly validated 網絡s, a recently introduced method of validating links in a bipartite system, to identify clusters of investors trading in a financial market. Specifically, we investigate a special database allowing us to track the trading activity of individual investors of Nokia stock. We find that many 統計ly detected clusters of investors show a very high degree of 同步化 in time when they decide to trade and in the trading action taken. We investigate the composition of these clusters and find that several of them show an over-expression of specific categories of investors.

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