An agent-based model and detect price manipulation based on intraday transaction data with simulation

Zare, Mohammad Hosein; Naghshineh, A Omid; Salavati, Erfan; Mohammadpour, Adel

doi:10.1080/00036846.2021.1912282

Cited by 4 publications

(1 citation statement)

References 14 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…One of the basic methods of modeling manipulation cases is by deriving multivariate statistical representations to model the incidence. Zare et al [53] developed two modeling schemes to analyze the possibility of manipulated and non-manipulated stock prices. They used tick stock data that were divided into six sections per day from the Tehran Stock Exchange.…”

Section: Stock Market Manipulation Detection: Supervised Conventional...mentioning

confidence: 99%

A Survey on Stock Market Manipulation Detectors Using Artificial Intelligence

Zulkifley¹,

Munir²,

Sukor³

et al. 2023

Computers, Materials &Amp; Continua

View full text Add to dashboard Cite

A well-managed financial market of stocks, commodities, derivatives, and bonds is crucial to a country's economic growth. It provides confidence to investors, which encourages the inflow of cash to ensure good market liquidity. However, there will always be a group of traders that aims to manipulate market pricing to negatively influence stock values in their favor. These illegal trading activities are surely prohibited according to the rules and regulations of every country's stock market. It is the role of regulators to detect and prevent any manipulation cases in order to provide a trading platform that is fair and efficient. However, the complexity of manipulation cases has increased significantly, coupled with high trading volumes, which makes the manual observations of such cases by human operators no longer feasible. As a result, many intelligent systems have been developed by researchers all over the world to automatically detect various types of manipulation cases. Therefore, this review paper aims to comprehensively discuss the state-of-theart methods that have been developed to detect and recognize stock market manipulation cases. It also provides a concise definition of manipulation taxonomy, including manipulation types and categories, as well as some of the output of early experimental research. In summary, this paper provides a thorough review of the automated methods for detecting stock market manipulation cases.

show abstract

Section: Stock Market Manipulation Detection: Supervised Conventional...mentioning

confidence: 99%