{"id":"https://openalex.org/W7163915273","doi":"https://doi.org/10.1016/j.ipm.2026.104961","title":"Detecting market manipulation with dual-branch self-supervised learning: A unified framework integrating frequency-informed anomaly synthesis and domain-specific features","display_name":"Detecting market manipulation with dual-branch self-supervised learning: A unified framework integrating frequency-informed anomaly synthesis and domain-specific features","publication_year":2026,"publication_date":"2026-06-08","ids":{"openalex":"https://openalex.org/W7163915273","doi":"https://doi.org/10.1016/j.ipm.2026.104961"},"language":"en","primary_location":{"id":"doi:10.1016/j.ipm.2026.104961","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.ipm.2026.104961","pdf_url":null,"source":{"id":"https://openalex.org/S174847851","display_name":"Information Processing & Management","issn_l":"0020-0271","issn":["0020-0271","0306-4573","1873-5371","1878-4089"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Information Processing & Management","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://doi.org/10.1016/j.ipm.2026.104961","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5090435866","display_name":"Yongsheng Dai","orcid":"https://orcid.org/0009-0007-9929-8351"},"institutions":[{"id":"https://openalex.org/I126231945","display_name":"Queen's University Belfast","ror":"https://ror.org/00hswnk62","country_code":"GB","type":"education","lineage":["https://openalex.org/I126231945"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Yongsheng Dai","raw_affiliation_strings":["School of Electronics, Electrical Engineering and Computer Science, Queen\u2019s University Belfast, 16A Malone Road, Belfast, BT9 5BN, Northern Ireland, United Kingdom"],"raw_orcid":"https://orcid.org/0009-0007-9929-8351","affiliations":[{"raw_affiliation_string":"School of Electronics, Electrical Engineering and Computer Science, Queen\u2019s University Belfast, 16A Malone Road, Belfast, BT9 5BN, Northern Ireland, United Kingdom","institution_ids":["https://openalex.org/I126231945"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5138105350","display_name":"Barry Quinn","orcid":"https://orcid.org/0000-0002-8637-9060"},"institutions":[{"id":"https://openalex.org/I138801177","display_name":"University of Ulster","ror":"https://ror.org/01yp9g959","country_code":"GB","type":"education","lineage":["https://openalex.org/I138801177"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Barry Quinn","raw_affiliation_strings":["Ulster University Business School, Ulster University, 2-24 York Street, Belfast, BT15 1AP, Northern Ireland, United Kingdom"],"raw_orcid":"https://orcid.org/0000-0002-8637-9060","affiliations":[{"raw_affiliation_string":"Ulster University Business School, Ulster University, 2-24 York Street, Belfast, BT15 1AP, Northern Ireland, United Kingdom","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5130948462","display_name":"Fearghal Kearney","orcid":null},"institutions":[{"id":"https://openalex.org/I126231945","display_name":"Queen's University Belfast","ror":"https://ror.org/00hswnk62","country_code":"GB","type":"education","lineage":["https://openalex.org/I126231945"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Fearghal Kearney","raw_affiliation_strings":["Queen\u2019s Business School, Queen\u2019s University Belfast, 185 Stranmillis Road, Belfast, BT9 5EE, Northern Ireland, United Kingdom"],"raw_orcid":"https://orcid.org/0000-0002-3251-8707","affiliations":[{"raw_affiliation_string":"Queen\u2019s Business School, Queen\u2019s University Belfast, 185 Stranmillis Road, Belfast, BT9 5EE, Northern Ireland, United Kingdom","institution_ids":["https://openalex.org/I126231945"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001443017","display_name":"Weilong Liu","orcid":"https://orcid.org/0000-0001-7597-3200"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]},{"id":"https://openalex.org/I165488957","display_name":"Lingnan University","ror":"https://ror.org/0563pg902","country_code":"HK","type":"education","lineage":["https://openalex.org/I165488957"]}],"countries":["CN","HK"],"is_corresponding":false,"raw_author_name":"Weilong Liu","raw_affiliation_strings":["Lingnan College, Sun Yat-sen University, No. 135, Xingang Xi Road, Guangzhou, 510275, Guangdong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lingnan College, Sun Yat-sen University, No. 135, Xingang Xi Road, Guangzhou, 510275, Guangdong, China","institution_ids":["https://openalex.org/I157773358","https://openalex.org/I165488957"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5138200059","display_name":"Ivor Spence","orcid":"https://orcid.org/0000-0002-0289-6790"},"institutions":[{"id":"https://openalex.org/I126231945","display_name":"Queen's University Belfast","ror":"https://ror.org/00hswnk62","country_code":"GB","type":"education","lineage":["https://openalex.org/I126231945"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Ivor Spence","raw_affiliation_strings":["School of Electronics, Electrical Engineering and Computer Science, Queen\u2019s University Belfast, 16A Malone Road, Belfast, BT9 5BN, Northern Ireland, United Kingdom"],"raw_orcid":"https://orcid.org/0000-0002-0289-6790","affiliations":[{"raw_affiliation_string":"School of Electronics, Electrical Engineering and Computer Science, Queen\u2019s University Belfast, 16A Malone Road, Belfast, BT9 5BN, Northern Ireland, United Kingdom","institution_ids":["https://openalex.org/I126231945"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5138166071","display_name":"Karen Rafferty","orcid":null},"institutions":[{"id":"https://openalex.org/I126231945","display_name":"Queen's University Belfast","ror":"https://ror.org/00hswnk62","country_code":"GB","type":"education","lineage":["https://openalex.org/I126231945"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Karen Rafferty","raw_affiliation_strings":["School of Electronics, Electrical Engineering and Computer Science, Queen\u2019s University Belfast, 16A Malone Road, Belfast, BT9 5BN, Northern Ireland, United Kingdom"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Electronics, Electrical Engineering and Computer Science, Queen\u2019s University Belfast, 16A Malone Road, Belfast, BT9 5BN, Northern Ireland, United Kingdom","institution_ids":["https://openalex.org/I126231945"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5138131117","display_name":"Hui Wang","orcid":"https://orcid.org/0000-0003-2633-6015"},"institutions":[{"id":"https://openalex.org/I126231945","display_name":"Queen's University Belfast","ror":"https://ror.org/00hswnk62","country_code":"GB","type":"education","lineage":["https://openalex.org/I126231945"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Hui Wang","raw_affiliation_strings":["School of Electronics, Electrical Engineering and Computer Science, Queen\u2019s University Belfast, 16A Malone Road, Belfast, BT9 5BN, Northern Ireland, United Kingdom"],"raw_orcid":"https://orcid.org/0000-0003-2633-6015","affiliations":[{"raw_affiliation_string":"School of Electronics, Electrical Engineering and Computer Science, Queen\u2019s University Belfast, 16A Malone Road, Belfast, BT9 5BN, Northern Ireland, United Kingdom","institution_ids":["https://openalex.org/I126231945"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5138131117"],"corresponding_institution_ids":["https://openalex.org/I126231945"],"apc_list":{"value":3020,"currency":"USD","value_usd":3020},"apc_paid":{"value":3020,"currency":"USD","value_usd":3020},"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.70029247,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"63","issue":"8","first_page":"104961","last_page":"104961"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12611","display_name":"Neural Networks and Reservoir Computing","score":0.21160000562667847,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12611","display_name":"Neural Networks and Reservoir Computing","score":0.21160000562667847,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11975","display_name":"Evolutionary Algorithms and Applications","score":0.07289999723434448,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.06599999964237213,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/anomaly-detection","display_name":"Anomaly detection","score":0.4724999964237213},{"id":"https://openalex.org/keywords/interpretability","display_name":"Interpretability","score":0.39559999108314514},{"id":"https://openalex.org/keywords/feature","display_name":"Feature (linguistics)","score":0.3237999975681305},{"id":"https://openalex.org/keywords/anomaly","display_name":"Anomaly (physics)","score":0.271699994802475},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.2709999978542328}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5909000039100647},{"id":"https://openalex.org/C739882","wikidata":"https://www.wikidata.org/wiki/Q3560506","display_name":"Anomaly detection","level":2,"score":0.4724999964237213},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.44339999556541443},{"id":"https://openalex.org/C2781067378","wikidata":"https://www.wikidata.org/wiki/Q17027399","display_name":"Interpretability","level":2,"score":0.39559999108314514},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3346000015735626},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.3237999975681305},{"id":"https://openalex.org/C12997251","wikidata":"https://www.wikidata.org/wiki/Q567560","display_name":"Anomaly (physics)","level":2,"score":0.271699994802475},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.2709999978542328},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.25609999895095825},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.24449999630451202}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.ipm.2026.104961","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.ipm.2026.104961","pdf_url":null,"source":{"id":"https://openalex.org/S174847851","display_name":"Information Processing & Management","issn_l":"0020-0271","issn":["0020-0271","0306-4573","1873-5371","1878-4089"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Information Processing & Management","raw_type":"journal-article"},{"id":"pmh:oai:pure.atira.dk:openaire/7e2e4905-116f-4aaa-9c5c-ca7072fed47e","is_oa":true,"landing_page_url":"https://pure.ulster.ac.uk/en/publications/7e2e4905-116f-4aaa-9c5c-ca7072fed47e","pdf_url":null,"source":{"id":"https://openalex.org/S4306402454","display_name":"Ulster University Research Portal (Ulster University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I138801177","host_organization_name":"University of Ulster","host_organization_lineage":["https://openalex.org/I138801177"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Dai, Y, Quinn, B, Kearney, F, Liu, W, Spence, I, Rafferty, K & Wang, H 2026, 'Detecting market manipulation with dual-branch self-supervised learning: A unified framework integrating frequency-informed anomaly synthesis and domain-specific features', Information Processing & Management, vol. 63, no. 8, 104961, pp. 1-30. https://doi.org/10.1016/j.ipm.2026.104961","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:pure.qub.ac.uk/portal:publications/5e28cf82-92b6-4775-a095-41ba4db63476","is_oa":true,"landing_page_url":"https://pure.qub.ac.uk/en/publications/5e28cf82-92b6-4775-a095-41ba4db63476","pdf_url":null,"source":{"id":"https://openalex.org/S4306402319","display_name":"Research Portal (Queen's University Belfast)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I126231945","host_organization_name":"Queen's University Belfast","host_organization_lineage":["https://openalex.org/I126231945"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Dai, Y, Quinn, B, Kearney, F, Liu, W, Spence, I, Rafferty, K & Wang, H 2026, 'Detecting market manipulation with dual-branch self-supervised learning: A unified framework integrating frequency-informed anomaly synthesis and domain-specific features', Information Processing & Management, vol. 63, no. 8, 104961. https://doi.org/10.1016/j.ipm.2026.104961","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"doi:10.1016/j.ipm.2026.104961","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.ipm.2026.104961","pdf_url":null,"source":{"id":"https://openalex.org/S174847851","display_name":"Information Processing & Management","issn_l":"0020-0271","issn":["0020-0271","0306-4573","1873-5371","1878-4089"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Information Processing & Management","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320314204","display_name":"Invest Northern Ireland","ror":"https://ror.org/00qnrsq87"},{"id":"https://openalex.org/F4320316531","display_name":"Department for the Economy","ror":"https://ror.org/0161w0r98"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":46,"referenced_works":["https://openalex.org/W1528656328","https://openalex.org/W1985808284","https://openalex.org/W2002700083","https://openalex.org/W2050031929","https://openalex.org/W2086473598","https://openalex.org/W2122646361","https://openalex.org/W2123455615","https://openalex.org/W2142256226","https://openalex.org/W2144470546","https://openalex.org/W2566120667","https://openalex.org/W2785362611","https://openalex.org/W2909570257","https://openalex.org/W3006586637","https://openalex.org/W3007699338","https://openalex.org/W3023632633","https://openalex.org/W3093352713","https://openalex.org/W3107642158","https://openalex.org/W3130625521","https://openalex.org/W3133846484","https://openalex.org/W3135615975","https://openalex.org/W3136154164","https://openalex.org/W3150250798","https://openalex.org/W3160597086","https://openalex.org/W3186822669","https://openalex.org/W4214619547","https://openalex.org/W4226492624","https://openalex.org/W4230476723","https://openalex.org/W4253461361","https://openalex.org/W4310713239","https://openalex.org/W4312199940","https://openalex.org/W4320480763","https://openalex.org/W4378840248","https://openalex.org/W4380433162","https://openalex.org/W4385562572","https://openalex.org/W4386076149","https://openalex.org/W4386212336","https://openalex.org/W4387803476","https://openalex.org/W4389546930","https://openalex.org/W4391277897","https://openalex.org/W4391311399","https://openalex.org/W4391661559","https://openalex.org/W4391744155","https://openalex.org/W4393220279","https://openalex.org/W4407903886","https://openalex.org/W4411650761","https://openalex.org/W4413872188"],"related_works":[],"abstract_inverted_index":{"Effective":[0],"detection":[1,194],"of":[2,125,137,148,163,214,219],"financial":[3,250],"market":[4,59,141],"manipulation":[5,65,116,142],"is":[6],"critically":[7],"impeded":[8],"by":[9,175,187,196],"three":[10,45],"fundamental":[11,42],"challenges:":[12],"signal":[13],"concealment,":[14],"data":[15],"sparsity,":[16],"the":[17,160,166,172,183,192,203],"boundary":[18],"vagueness.":[19],"This":[20],"paper":[21],"introduces":[22],"SD-FMM":[23,130,206],",":[24],"a":[25,105,132,145,211,225,241],"S":[26],"elf-supervised":[27],"D":[28],"etection":[29],"framework":[30,223],"tailored":[31],"for":[32],"F":[33],"inancial":[34],"M":[35,37],"arket":[36],"anipulation":[38],"that":[39,67,112,228],"addresses":[40],"these":[41],"challenges":[43],"through":[44,80,118],"innovative":[46],"components.":[47],"First,":[48],"our":[49,73,101,169,222],"Amplification":[50],"Component":[51,75,103],"extracts":[52],"and":[53,83,122,144,181,216,243],"fuses":[54],"domain-specific":[55],"features":[56],"grounded":[57],"in":[58,177],"microstructure":[60],"theory,":[61],"substantially":[62],"amplifying":[63],"subtle":[64],"signals":[66],"would":[68],"otherwise":[69],"remain":[70],"concealed.":[71],"Second,":[72],"Synthesis":[74],"generates":[76],"realistic":[77],"synthetic":[78],"anomalies":[79],"few-shot":[81],"learning":[82,121],"dynamic":[84],"frequency":[85],"analysis":[86],"using":[87,131],"Discrete":[88],"Wavelet":[89],"Transform,":[90],"enabling":[91,198],"self-supervised":[92],"training":[93],"without":[94],"relying":[95],"on":[96],"scarce":[97],"labeled":[98],"data.":[99],"Third,":[100],"Detection":[102,109],"employs":[104],"novel":[106],"Dual-branch":[107],"Contrastive":[108],"Neural":[110],"Network":[111],"enhances":[113],"sensitivity":[114],"to":[115,246],"boundaries":[117],"local":[119],"contrastive":[120],"holistic":[123],"modeling":[124],"temporal":[126],"dependency.":[127],"We":[128],"evaluate":[129],"newly":[133],"collected":[134],"proprietary":[135],"dataset":[136],"25":[138],"Chinese":[139],"stock":[140,167],"cases":[143],"public":[146],"benchmark":[147],"338":[149],"cryptocurrency":[150,204],"pump-and-dump":[151],"schemes.":[152],"Extensive":[153],"experiments":[154],"against":[155],"12":[156],"state-of-the-art":[157],"baselines":[158],"demonstrate":[159],"significant":[161],"superiority":[162],"SD-FMM.":[164],"On":[165,202],"dataset,":[168,205],"method":[170],"outperforms":[171],"second-best":[173],"baseline":[174],"47.61%":[176],"average":[178],"precision":[179],"metrics":[180],"reduces":[182],"false":[184],"alarm":[185],"rate":[186],"47.46%.":[188],"Meanwhile,":[189],"it":[190],"shortens":[191],"mean":[193],"delay":[195],"25.05%,":[197],"swift":[199],"regulatory":[200],"intervention.":[201],"exhibits":[207],"remarkable":[208],"sensitivity,":[209],"achieving":[210],"Hit":[212,217],"Rate@3":[213],"83.13%":[215],"Rate@20":[218],"97.93%.":[220],"Overall,":[221],"offers":[224],"generalized":[226],"solution":[227],"can":[229],"not":[230],"only":[231],"accurately":[232],"distinguish":[233],"manipulations":[234,247],"from":[235],"normal":[236],"trading":[237],"but":[238],"also":[239],"deliver":[240],"faster":[242],"stronger":[244],"response":[245],"across":[248],"diverse":[249],"markets.":[251]},"counts_by_year":[],"updated_date":"2026-07-28T07:46:37.118299","created_date":"2026-06-09T00:00:00"}