Predicting the trading behavior of socially connected investors: Graph neural network approach with implications to market surveillance.
Kestutis BaltakysMargarita BaltakieneNegar HeidariAlexandros IosifidisJuho KanniainenPublished in: Expert Syst. Appl. (2023)
Keyphrases
- market participants
- financial markets
- neural network
- stock market
- investment strategies
- electricity markets
- trading systems
- connected components
- market data
- trading strategies
- behavior analysis
- stock exchange
- futures market
- stock data
- foreign exchange
- stock price
- artificial neural networks
- graph model
- electronic markets
- graph theory
- graph structure
- graph representation
- market prices
- fault diagnosis
- directed graph
- surveillance system
- decision making
- risk management
- multi agent
- agent mediated
- structured data
- real time
- neighborhood graph
- portfolio selection
- video surveillance
- graph mining
- short term
- portfolio management
- market share
- double auction
- electronic commerce
- neural network model
- surveillance videos
- weighted graph