A Hidden Markov Model with Abnormal States for Detecting Stock Price Manipulation.
Yi CaoYuhua LiSonya A. ColemanAmmar BelatrecheT. Martin McGinnityPublished in: SMC (2013)
Keyphrases
- hidden markov models
- stock price
- hidden states
- state transition
- abnormal activity
- stock market
- stock exchange
- non stationary
- state transition probabilities
- historical data
- viterbi algorithm
- conditional random fields
- markov model
- sequential data
- news articles
- markov models
- speech recognition
- anomaly detection
- graphical models
- speech signal
- multi stream
- continuous hidden markov models
- n gram
- long term