Detecting Wash Trade in Financial Market Using Digraphs and Dynamic Programming.
Yi CaoYuhua LiSonya A. ColemanAmmar BelatrecheThomas Martin McGinnityPublished in: IEEE Trans. Neural Networks Learn. Syst. (2016)
Keyphrases
- financial markets
- dynamic programming
- stock price
- stock market
- risk management
- state space
- black scholes
- early warning
- technical indicators
- option pricing
- fractional brownian motion
- artificial intelligence
- management system
- optimal policy
- dynamical systems
- long term
- information systems
- search engine
- equivalence classes
- financial institutions