Enhancing intraday stock price manipulation detection by leveraging recurrent neural networks with ensemble learning

Author:

Wang QiliORCID,Xu Wei,Huang Xinting,Yang KunlinORCID

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Artificial Intelligence,Cognitive Neuroscience,Computer Science Applications

Reference44 articles.

1. ANN-GA based model for stock market surveillance;Punniyamoorthy;J. Financ. Crime,2012

2. Stock manipulation and its effects: pump and dump versus stabilization;Huang;Rev. Quant. Financ. Acc.,2013

3. A theory of intraday patterns: volume and price variability;Admati;Rev. Financ. Stud.,1988

4. The manipulator's poker: order-based manipulation in the Chinese stock market;Kong;Emerg. Mark. Financ. Trade,2014

5. On the profitability of speculation;Hart;Q. J. Econ.,1977

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