Developing an Effective Model for Detecting Trade-Based Market Manipulation

Stock market manipulation is detrimental to traders and corporations, causes unnecessary price fluctuations, and only benefits financial criminals. This research proposes an effective model to help identify stocks witnessing activities that are indicative of potential manipulation through three separate but related studies. The models use discriminant analysis, a composite classifier based on Artificial Neural Network and Genetic Algorithm, and support Vector Machines to arrive at a shortlist of securities for further investigation.

Format: Hardback
Length: 120 pages
Publication date: 05 May 2021
Publisher: Emerald Publishing Limited

Stock market manipulation is a serious issue that can have detrimental effects on traders and corporations. It leads to unnecessary price fluctuations and only benefits financial criminals. This research aims to develop an effective model to identify stocks that are witnessing activities that are indicative of potential manipulation.

The research presented here involves three separate but related studies. The first study uses discriminant analysis to identify stocks that are likely to be manipulated. The second study proposes a composite classifier based on Artificial Neural Network and Genetic Algorithm to identify stocks that are subject to manipulation. The third study uses support Vector Machines to identify stocks that are likely to be manipulated.

The proposed models help investigators to arrive at a shortlist of securities that could be subject to further detailed investigation to detect the type and nature of the manipulation, if any. The models have varying degrees of accuracy, depending on the specific data and techniques used.

Developing an Effective Model for Detecting Trade-Based Market Manipulation is a comprehensive study that explores the topic in detail. It introduces the topic, explores the aims and scopes of the research, and delves into the data and modelling to explore their application to the stock market to detect price manipulation.

In conclusion, stock market manipulation is a serious issue that can have detrimental effects on traders and corporations. This research aims to develop an effective model to identify stocks that are witnessing activities that are indicative of potential manipulation. The proposed models have varying degrees of accuracy, depending on the specific data and techniques used.

Weight: 306g
Dimension: 163 x 239 x 14 (mm)
ISBN-13: 9781801173971