Detecting stock market manipulation using supervised learning algorithms.
Koosha GolmohammadiOsmar R. ZaïaneDavid DiazPublished in: DSAA (2014)
Keyphrases
- stock market
- supervised learning algorithms
- supervised learning
- learning algorithm
- short term
- financial time series
- stock exchange
- trading rules
- stock price
- machine learning algorithms
- learning problems
- unlabeled data
- semi supervised learning
- stock index futures
- stock trading
- financial markets
- labeled data
- financial data
- garch model
- financial news
- stock data
- stock returns
- long term
- binary classification problems
- training data
- semi supervised
- model selection
- unsupervised learning
- chinese stock market
- machine learning
- non stationary