UTILIZAÇÃO DO ALGORITMO DE AGRUPAMENTO DE MARKOV (MCL) PARA A IDENTIFICAÇÃO DE CONLUIOS NO MERCADO DE CAPITAIS
Abstract
This article demonstrates the use of the Markov clustering algorithm (MCL) for the identification of collusions in the capital market. The demonstration covers the description of the algorithm and a case study illustrating its application. The case study was carried out in the context of the supervision that the federal regulator of the Brazilian capital market exercises over the operations on the country's stock exchange. The obtained result proves that the application of this algorithm has the potential to improve the quality of the data analysis performed by the supervisory bodies in order to identify investors who, acting in collusion, commit irregularities in the capital market.
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