Coupled behavior analysis for capturing coupling relationships in group-based market manipulations

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

Volumn , Issue , 2012, Pages 976-984

  Song, Yin ^a   Cao, Longbing ^a   Wu, Xindong ^b,c   Wei, Gang ^d   Ye, Wu ^d   Ding, Wei ^e  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

^b HEFEI UNIVERSITY OF TECHNOLOGY   (China)

^c UNIVERSITY OF VERMONT   (United States)

^d Shanghai Stock Exchange   (China)

^e UNIVERSITY OF MASSACHUSETTS BOSTON   (United States)

Author keywords

anomaly detection; coupled behavior analysis; coupled hidden markov model; hierarchical clustering; market manipulation; relational learning

Indexed keywords

ANOMALY DETECTION; BEHAVIOR ANALYSIS; COUPLED HIDDEN MARKOV MODELS; HIER-ARCHICAL CLUSTERING; MARKET MANIPULATION; RELATIONAL LEARNING;

DATA MINING; FINANCE;

COMMERCE;

EID: 84866039020     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/2339530.2339683     Document Type: Conference Paper

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