Collusion set detection using a quasi hidden Markov model
In stock market, a collusion set is defined as a group of individuals or organizations who act cooperatively with an intention of manipulating security price. Collusion-based malpractices impose large costs on the economy, but few techniques have yet been developed for collusion set detection. In th...
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2013
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/1931 https://ink.library.smu.edu.sg/context/soe_research/article/2930/viewcontent/Collusion_set_detection_using_a_quasi_hidden_Markov_model__1_.pdf |
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