2020
DOI: 10.4236/jilsa.2020.124005
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Combining Artificial Immune System and Clustering Analysis: A Stock Market Anomaly Detection Model

Abstract: Artificial intelligence research in the stock market sector has been heavily geared towards stock price prediction rather than stock price manipulation. As online trading systems have increased the amount of high volume and real-time data transactions, the stock market has increased vulnerability to attacks. This paper aims to detect these attacks based on normal trade behavior using an Artificial Immune System (AIS) approach combined with one of four clustering algorithms. The AIS approach is inspired by its … Show more

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Cited by 21 publications
(4 citation statements)
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“…So far, a large number of theories and methods have been proposed, and remarkable research results have been achieved. After a long period of research and development, clustering analysis can be divided as follows [ 14 , 15 ]:…”
Section: Analysis and Resultsmentioning
confidence: 99%
“…So far, a large number of theories and methods have been proposed, and remarkable research results have been achieved. After a long period of research and development, clustering analysis can be divided as follows [ 14 , 15 ]:…”
Section: Analysis and Resultsmentioning
confidence: 99%
“…Here, t is the iteration number, η(t) is the learning rate at iteration t , and h(c i , t) is the neighbourhood function that determines the influence of the input vector x i on the weight vector w i based on the distance between c i and the winning node, and c i is the index of the winning node in the grid for the input vector x i [ 68 , 69 , 70 ].…”
Section: Clustering Analysismentioning
confidence: 99%
“…Precision, Recall, F1 score, and Accuracy [49][50][51][52][53][54] the well-known evaluation metrics to assess the performance of a classifier. Precision finds pertinent instances among the gathered instances.…”
Section: Evaluation Metricsmentioning
confidence: 99%