Download This PaperCommunity Detection in Investor Networks
16 Pages Posted: 5 Jun 2020
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: 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
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