A hidden Markov model with abnormal states for detecting stock price manipulation
(2013)
Presentation / Conference
Cao, Y., Li, Y., Coleman, S., Belatreche, A., & McGinnity, T. (2013, October). A hidden Markov model with abnormal states for detecting stock price manipulation. Presented at Institute of Electrical and Electronics Engineers (IEEE) International Conference on Systems, Man, and Cybernetics, Manchester
Price manipulation refers to the act of using illegal trading behaviour to manually change an equity price with the aim of making profits. With increasing volumes of trading, price manipulation can be extremely damaging to the proper functioning and... Read More about A hidden Markov model with abnormal states for detecting stock price manipulation.