Detection of Stock Price Manipulation Using Kernel Based Principal Component Analysis and Multivariate Density Estimation.
Baqar RizviAmmar BelatrecheAhmed BouridaneIan WatsonPublished in: IEEE Access (2020)
Keyphrases
- density estimation
- stock price
- principal component analysis
- multivariate gaussian distribution
- mixture model
- stock market
- probability density function
- mixture modeling
- density function
- probability density
- outlier detection
- parzen window
- kernel pca
- density estimators
- detection algorithm
- non stationary
- gaussian mixture model
- principal components
- historical data
- machine learning
- expectation maximization
- density estimates
- dimensionality reduction
- face recognition
- kernel methods
- databases
- covariance matrix
- low dimensional
- unsupervised learning
- em algorithm