Paper Info
Title
Detecting Wash Trade in Financial Market Using Digraphs and Dynamic Programming.
Abstract
A wash trade refers to the illegal activities of traders who utilize carefully designed limit orders to manually increase the trading volumes for creating a false impression of an active market. As one of the primary formats of market abuse, a wash trade can be extremely damaging to the proper functioning and integrity of capital markets. The existing work focuses on collusive clique detections ba...
Year
DOI
Venue
2016
10.1109/TNNLS.2015.2480959
IEEE Transactions on Neural Networks and Learning Systems
Keywords
Field
DocType
Regulators,Manipulators,Dynamic programming,Feature extraction,Monitoring,Learning systems,Instruments
Clique,Capital market,Computer science,Market abuse,Stock exchange,Financial instrument,Artificial intelligence,Knapsack problem,Financial market,Machine learning,Collusion
Journal
Volume
Issue
ISSN
27
11
2162-237X
Citations 
PageRank 
References 
4
0.48
12
Authors
5
Name
Order
Citations
PageRank
yihai cao140.48
Yuhua Li2858.03
Sonya Coleman3112.12
Ammar Belatreche425623.11
Thomas Martin McGinnity5181.09