2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.PM2024
Longitudinal market structure detection using a dynamic modularity-spectral algorithm
Philipp Wirth, Francesca Medda, Thomas Schröder
In this paper, we introduce the Dynamic Modularity-Spectral Algorithm (DynMSA), a novel approach to identify clusters of stocks with high intra-cluster correlations and low inter-c…
q-fin.ST2024★ 2 cited
Dimensionality reduction techniques to support insider trading detection
Adele Ravagnani, Fabrizio Lillo, Paola Deriu +3
Identification of market abuse is an extremely complicated activity that requires the analysis of large and complex datasets. We propose an unsupervised machine learning method for…