Graph-based coupled behavior analysis: A case study on detecting collaborative manipulations in stock markets.
Yin SongLongbing CaoPublished in: IJCNN (2012)
Keyphrases
- behavior analysis
- stock market
- short term
- trading rules
- stock exchange
- financial time series
- stock returns
- anomaly detection
- financial data
- stock price
- stock data
- monetary policy
- surveillance system
- financial markets
- semi supervised
- knowledge sharing
- garch model
- background subtraction
- non stationary
- post processing
- long term
- reinforcement learning