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. The research presented here determines an appropriate model to help identify stocks witnessing activities that are indicative of potential manipulation...

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Bibliographic Details
Main Authors: Thoppan, Jose Joy, (Author), Punniyamoorthy, M., (Author), Ganesh, K., (Author), Mohapatra, Sanjay, (Author)
Format: eBook
Language: English
Published: Bingley, U.K. : Emerald Publishing Limited, 2021.
Series: Emerald points.
Subjects:
Stock exchanges > Mathematical models.
Securities fraud > Prevention.
Business & Economics, Investments & Securities, Analysis & Trading Strategies.
Stocks & shares.
elektronické knihy
electronic books
ISBN: 9781801173988
Physical Description: 1 online resource (120 pages).

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040 |a UtOrBLW  |b eng  |e rda  |c UtOrBLW 
080 |a 336.7 
100 1 |a Thoppan, Jose Joy,  |e author. 
245 1 0 |a Developing an effective model for detecting trade-based market manipulation /  |c Dr. Jose Joy Thoppan (Saintgits Institute of Management, India), Dr. M. Punniyamoorthy (National Institute of Technology, India), Dr. K. Ganesh (McKinsey & Company, India), Dr. Sanjay Mohapatra (Xavier Institute of Management, India). 
264 1 |a Bingley, U.K. :  |b Emerald Publishing Limited,  |c 2021. 
264 4 |c ©2021 
300 |a 1 online resource (120 pages). 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Emerald points 
500 |a Includes index. 
504 |a Includes bibliographical references. 
505 0 |a Chapter 1. Introduction -- Chapter 2. Literature review -- Chapter 3. Research gap, scope and objective -- Chapter 4. Methodology -- Chapter 5. Linear discriminant analysis for detecting stock price manipulation -- Chapter 6. Quadratic discriminant analysis for detecting stock price manipulation -- Chapter 7. Ann-Ga based composite model for detection of stock price manipulation -- Chapter 8. Svm model for detecting stock price manipulation -- Chapter 9. Summary And conclusion. 
520 |a Stock market manipulation is detrimental to traders and corporations, causes unnecessary price fluctuations, and only benefits financial criminals. The research presented here determines an appropriate model to help identify stocks witnessing activities that are indicative of potential manipulation through three separate but related studies. In Developing an Effective Model for Detecting Trade-Based Market Manipulation, classifiers based on three different techniques namely discriminant analysis, a composite classifier based on Artificial Neural Network and Genetic Algorithm and support Vector Machines is proposed. The proposed models help investigators, with varying degree of accuracy, to arrive at a shortlist of securities which could be subject to further detailed investigation to detect the type and nature of the manipulation, if any. Following a fluid outline, Developing an Effective Model for Detecting Trade-Based Market Manipulation, introduces the topic, explores the aims and scopes of the research, before delving into the data and modelling to explore their application to the stock market to detect price manipulation. 
588 0 |a Print version record. 
650 0 |a Stock exchanges  |x Mathematical models. 
650 0 |a Securities fraud  |x Prevention. 
650 7 |a Business & Economics, Investments & Securities, Analysis & Trading Strategies.  |2 bisacsh 
650 7 |a Stocks & shares.  |2 bicssc 
655 7 |a elektronické knihy  |7 fd186907  |2 czenas 
655 9 |a electronic books  |2 eczenas 
700 1 |a Punniyamoorthy, M.,  |e author. 
700 1 |a Ganesh, K.,  |e author. 
700 1 |a Mohapatra, Sanjay,  |e author. 
776 0 8 |i Print version:  |z 9781801173971 
776 0 8 |i PDF version:  |z 9781801173964 
830 0 |a Emerald points. 
856 4 0 |u https://proxy.k.utb.cz/login?url=https://doi.org/10.1108/9781801173964  |y Full text 

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