摘要翻译：
本文分析了伦敦证券交易所不同成员交易模式的相关性。与成员机构相关的策略集合是由该机构在小时间隔内的净交易量标志序列定义的。通过几种方法，我们发现制度之间存在显著的持续相关性。此外，相关性被构造成相关组和反相关组。利用相关性作为距离度量的聚类技术揭示了两组机构在相反方向交易的有意义的聚类结构。
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英文标题：
《Correlations and clustering in the trading of members of the London
  Stock Exchange》
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作者：
Ilija I. Zovko, J. Doyne Farmer
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最新提交年份：
2007
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
  This paper analyzes correlations in patterns of trading of different members of the London Stock Exchange. The collection of strategies associated with a member institution is defined by the sequence of signs of net volume traded by that institution in hour intervals. Using several methods we show that there are significant and persistent correlations between institutions. In addition, the correlations are structured into correlated and anti-correlated groups. Clustering techniques using the correlations as a distance metric reveal a meaningful clustering structure with two groups of institutions trading in opposite directions.
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PDF链接：
https://arxiv.org/pdf/0709.3261