Adaptive Hidden Markov Model With Anomaly States for Price Manipulation Detection

Social Sciences

• Manipulation 75%
• Prices 66%
• State 33%
• Detection 16%
• Markets 16%
• Activity 16%
• Stock Price 16%
• Analysis 8%
• Literature 8%
• Feature 8%
• Profits 8%
• Transformation 8%
• Time 8%
• Behavior 8%
• Evaluation 8%
• Integrity 8%
• Novels 8%
• Stochastics 8%
• London 8%
• Experiments 8%
• Financial Market 8%
• Equations 8%

Economics, Econometrics and Finance

• Hidden Markov Models 100%
• Market 16%
• Share 8%
• Scientific Modelling 8%
• Profit 8%
• Stock 8%

Computer Science

• Detection 16%
• Transformations 8%
• Evaluation 8%
• Feature Extraction 8%
• Modeling 8%
• Model Benchmark 8%
• Effective Approach 8%
• Capital Market 8%
• Pattern Manipulation 8%
• Stochastic Differential 8%