Identification of stock market manipulation using a hybrid ensemble approach

• 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

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...