Identification of stock market manipulation using a hybrid ensemble approach

Identification of stock market manipulation using a hybrid ensemble approach

Anomaly detection in time series data is a complex data mining issue with many useful, real-world applications. Anomalies in datasets represent deviations in the expected behaviour of a system and can indicate rare but significant events that require intervention. Market manipulation is a serious is...

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Dettagli Bibliografici
Autori principali:	Quinn, Pearse, Toman, Marinus, Curran, Kevin
Natura:	UMS Journal (OJS)
Lingua:	eng
Pubblicazione:	Universitas Muhammadiyah Surakarta 2023
Soggetti:	Anomaly Detection Deep Learning Exponential Smoothing Long Short-Term Memory (LSTM) Market Manipulation
Accesso online:	https://journals2.ums.ac.id/index.php/arstech/article/view/2576
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