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Detecting abnormal coupled sequences and sequence changes in group-based manipulative trading behaviors
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Authors:
Longbing Cao
University of Technology Sydney, sydney, Australia
Yuming Ou
University of Technology Sydney, sydney, Australia
Philip S. Yu
University of Illinois at Chicago, Chicago, IL, USA
Gang Wei
Shanghai Stock Exchange, Shanghai, China
2010 Article
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· Citation Count: 4
Published in:
· Proceeding
KDD '10
Proceedings of the 16th ACM SIGKDD international conference on Knowledge discovery and data mining
Pages 85-94
ACM
New York, NY
, USA
©2010
table of contents
ISBN: 978-1-4503-0055-1
doi>
10.1145/1835804.1835818
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Tags:
abnormal behavior detection
algorithms
coupled behavior analysis
coupled hidden markov model
coupled sequence analysis
data mining
economics
hidden group discovery
market manipulation
security
sequence change
sequence item property
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