Time series contextual anomaly detection for detecting market manipulation in stock market.
Koosha GolmohammadiOsmar R. ZaïanePublished in: DSAA (2015)
Keyphrases
- stock market
- anomaly detection
- detecting anomalies
- detect anomalies
- detecting anomalous
- stock price
- financial time series
- intrusion detection
- stock exchange
- financial data
- stock returns
- short term
- financial markets
- network intrusion detection
- stock data
- anomalous behavior
- intrusion detection system
- trading rules
- listed companies
- misuse detection
- chinese stock market
- one class support vector machines
- foreign exchange
- garch model
- network anomaly detection
- trading strategies
- network traffic
- stock index futures
- unsupervised learning
- stock market data
- investment strategies
- exchange rate
- long term
- negative selection algorithm
- semi supervised
- stock trading
- machine learning