This paper introduces a fractional version of the classical maximum weight clique problem, the maximum ratio clique problem, which is to find a maximal clique that has the largest ratio of benefit and cost weights associated with the clique’s vertices. NP-completeness of the decision version...

This paper presents a computational study of global characteristics of the US stock market using a network-based model referred to as the market graph. The market graph reflects similarity patterns between stock return fluctuations via linking pairs of stocks that exhibit “coordinated”...