Community Detection in Investor Networks

16 Pages Posted: 5 Jun 2020

See all articles by Viet Hung Le

Viet Hung Le

Faculty of Information Technology and Communication Sciences, Tampere University

Date Written: April 30, 2020

Abstract

We investigate the technical problem of community and clique detection in investor network. We introduce a pruning technique for investor clique enumeration based on specific economic and financial contexts. It can be incorporated into the central clique solver to reduce the computing time and improve the clique-based community detection method. Furthermore, we present several use cases in the study on investor behavior.

Keywords: Investor network, maximum clique, community detection

JEL Classification: G01, G02

Suggested Citation

Le, Viet Hung, Community Detection in Investor Networks (April 30, 2020). Available at SSRN: https://ssrn.com/abstract=3589316 or http://dx.doi.org/10.2139/ssrn.3589316

Viet Hung Le (Contact Author)

Faculty of Information Technology and Communication Sciences, Tampere University ( email )

Finland

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
14
Abstract Views
108
PlumX Metrics