Detecting abnormal coupled sequences and sequence changes in group-based manipulative trading behaviors

Proceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining

Volumn , Issue , 2010, Pages 85-93

  Cao, Longbing ^a   Ou, Yuming ^a   Yu, Philip S ^b   Wei, Gang ^c  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b 1120 Science and Engineering Offices   (United States)

^c Shanghai Stock Exchange   (China)

Author keywords

Abnormal behavior detection; Coupled behavior analysis; Coupled hidden Markov model; Coupled sequence analysis; Hidden group discovery; Market manipulation; Sequence change; Sequence item property

Indexed keywords

ABNORMAL BEHAVIOR; BEHAVIOR ANALYSIS; COUPLED HIDDEN MARKOV MODELS; HIDDEN GROUP DISCOVERY; MARKET MANIPULATION; SEQUENCE ANALYSIS; SEQUENCE CHANGE; SEQUENCE ITEM PROPERTY;

COMMERCE; FACE RECOGNITION; OBJECT RECOGNITION; SPEECH RECOGNITION; VIDEO SIGNAL PROCESSING;

HIDDEN MARKOV MODELS;

EID: 77956213439     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1835804.1835818     Document Type: Conference Paper

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