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Adaptive Hidden Markov Model With Anomaly States for Price Manipulation Detection
13 references·9 citing·48 second hop
Adaptive Hidden Markov Model With Anomaly States for Price Manipulation Detection (2014)Adaptive Hidden Markov Model With Anomaly…De-noising option prices with the wavelet method (2012)De-noising option prices with…The market impact of a limit order (2011)The market impact of a limit …Exchange trading rules and stock market liquidity☆ (2010)Exchange trading rules and st…Microstructure-Based Manipulation: Strategic Behavior and Performance of Spoofing Traders (2009)Microstructure-Based Manipula…Detecting stock-price manipulation in an emerging market: The case of Turkey (2009)Detecting stock-price manipul…Trading a mean-reverting asset: Buy low and sell high (2008)Trading a mean-reverting asse…Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners (2006)Large Investors, Price Manipu…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Testing the stability of implied probability density functions (2002)Testing the stability of impl…Multiresolution forecasting for futures trading using wavelet decompositions (2001)Multiresolution forecasting f…Financial time series prediction using least squares support vector machines within the evidence framework (2001)Financial time series predict…Stock-Price Manipulation (1992)Stock-Price ManipulationSome A Posteriori Probabilities in Stock Market Action (1937)Some A Posteriori Probabiliti…Market manipulation detection: A systematic literature review (2022)Market manipulation detection…Spoofing and Price Manipulation in Order-Driven Markets (2020)Spoofing and Price Manipulati…Option valuation under no-arbitrage constraints with neural networks (2020)Option valuation under no-arb…A Neural network enhanced hidden Markov model for tourism demand forecasting (2020)A Neural network enhanced hid…Enhancing intraday stock price manipulation detection by leveraging recurrent neural networks with ensemble learning (2019)Enhancing intraday stock pric…CRM Sales Prediction Using Continuous Time-Evolving Classification (2018)CRM Sales Prediction Using Co…Market Manipulation Detection Based on Classification Methods (2017)Market Manipulation Detection…Data analytic approach for manipulation detection in stock market (2017)Data analytic approach for ma…A Sequential Approach to Market State Modeling and Analysis in Online P2P Lending (2017)A Sequential Approach to Mark…Signaling Games and Stable Equilibria (1987)Predatory Trading (2005)Manipulation and the Allocational Role of Prices (2008)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Churn prediction in subscription services: An application of support vector machines while comparing two parameter-selection techniques (2006)Analysis of stock market manipulations using knowledge discovery techniques applied to intraday trade prices (2011)Prediction of Stock Performance in the Indian Stock Market Using Logistic Regression (2012)Why Does Stock Market Volatility Change Over Time? 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this work references cited by second hop

References

  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1992Stock-Price Manipulation623 cited
  • 2001Financial time series prediction using least squares support vector machines within the evidence framework499 cited
  • 2010Exchange trading rules and stock market liquidity☆310 cited
  • 2002Testing the stability of implied probability density functions269 cited
  • 1937Some A Posteriori Probabilities in Stock Market Action255 cited
  • 2011The market impact of a limit order145 cited
  • 2001Multiresolution forecasting for futures trading using wavelet decompositions137 cited
  • 2009Microstructure-Based Manipulation: Strategic Behavior and Performance of Spoofing Traders123 cited
  • 2009Detecting stock-price manipulation in an emerging market: The case of Turkey111 cited
  • 2006Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners107 cited
  • 2008Trading a mean-reverting asset: Buy low and sell high95 cited
  • 2012De-noising option prices with the wavelet method86 cited

Cited by

  • 2019Enhancing intraday stock price manipulation detection by leveraging recurrent neural networks with ensemble learning82 cited
  • 2017

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Market Manipulation Detection Based on Classification Methods
53 cited
  • 2017A Sequential Approach to Market State Modeling and Analysis in Online P2P Lending47 cited
  • 2022Market manipulation detection: A systematic literature review37 cited
  • 2020A Neural network enhanced hidden Markov model for tourism demand forecasting37 cited
  • 2020Spoofing and Price Manipulation in Order-Driven Markets32 cited
  • 2017Data analytic approach for manipulation detection in stock market23 cited
  • 2020Option valuation under no-arbitrage constraints with neural networks22 cited
  • 2018CRM Sales Prediction Using Continuous Time-Evolving Classification10 cited