{"id":"https://openalex.org/W1977167847","doi":"https://doi.org/10.1109/cifer.2014.6924057","title":"Detecting price manipulation in the financial market","display_name":"Detecting price manipulation in the financial market","publication_year":2014,"publication_date":"2014-03-01","ids":{"openalex":"https://openalex.org/W1977167847","doi":"https://doi.org/10.1109/cifer.2014.6924057","mag":"1977167847"},"language":"en","primary_location":{"id":"doi:10.1109/cifer.2014.6924057","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cifer.2014.6924057","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://usir.salford.ac.uk/id/eprint/33090/","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5045986817","display_name":"Yi Cao","orcid":"https://orcid.org/0000-0002-5087-8861"},"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":"Yi Cao","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom","[Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"[Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom]","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100432144","display_name":"Yuhua Li","orcid":"https://orcid.org/0000-0003-2913-4478"},"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":"Yuhua Li","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom","[Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"[Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom]","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070227862","display_name":"Sonya Coleman","orcid":"https://orcid.org/0000-0002-4676-7640"},"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":"Sonya Coleman","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom","[Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"[Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom]","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5042364148","display_name":"Ammar Belatreche","orcid":"https://orcid.org/0000-0003-1927-9366"},"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":"Ammar Belatreche","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom","[Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"[Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom]","institution_ids":["https://openalex.org/I138801177"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5077410877","display_name":"T.M. McGinnity","orcid":"https://orcid.org/0000-0002-9897-4748"},"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":"T. M. McGinnity","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom","[Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"[Intelligent Systems Research Centre, University of Ulster, Londonderry, United Kingdom]","institution_ids":["https://openalex.org/I138801177"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I138801177"],"apc_list":null,"apc_paid":null,"fwci":10.0871,"has_fulltext":false,"cited_by_count":31,"citation_normalized_percentile":{"value":0.98148148,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"77","last_page":"84"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9976000189781189,"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"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9972000122070312,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/market-manipulation","display_name":"Market manipulation","score":0.8874059319496155},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.587824821472168},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4977474510669708},{"id":"https://openalex.org/keywords/mark-to-model","display_name":"Mark to model","score":0.4920441806316376},{"id":"https://openalex.org/keywords/market-data","display_name":"Market data","score":0.4369655251502991},{"id":"https://openalex.org/keywords/empirical-research","display_name":"Empirical research","score":0.4263913333415985},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3775669038295746},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.36785954236984253},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.32441848516464233},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3227531909942627},{"id":"https://openalex.org/keywords/market-depth","display_name":"Market depth","score":0.3145195543766022},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24592798948287964},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.15281438827514648}],"concepts":[{"id":"https://openalex.org/C2779721758","wikidata":"https://www.wikidata.org/wiki/Q400707","display_name":"Market manipulation","level":2,"score":0.8874059319496155},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.587824821472168},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4977474510669708},{"id":"https://openalex.org/C97713585","wikidata":"https://www.wikidata.org/wiki/Q6770534","display_name":"Mark to model","level":5,"score":0.4920441806316376},{"id":"https://openalex.org/C114118609","wikidata":"https://www.wikidata.org/wiki/Q3036837","display_name":"Market data","level":2,"score":0.4369655251502991},{"id":"https://openalex.org/C120936955","wikidata":"https://www.wikidata.org/wiki/Q2155640","display_name":"Empirical research","level":2,"score":0.4263913333415985},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3775669038295746},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.36785954236984253},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.32441848516464233},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3227531909942627},{"id":"https://openalex.org/C33400823","wikidata":"https://www.wikidata.org/wiki/Q1419119","display_name":"Market depth","level":4,"score":0.3145195543766022},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24592798948287964},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.15281438827514648},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1109/cifer.2014.6924057","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cifer.2014.6924057","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr)","raw_type":"proceedings-article"},{"id":"pmh:oai:alma.44SUR_INST:11140165550002346","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4210197018","display_name":"Open Research (University of Surrey)","issn_l":"2688-268X","issn":["2688-268X","2688-3988"],"is_oa":false,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"","raw_type":""},{"id":"pmh:oai:epubs.surrey.ac.uk:842242","is_oa":false,"landing_page_url":"http://epubs.surrey.ac.uk/842242/1/Detecting%20Price%20Manipulation%20in%20the%20Financial%20Market.pdf","pdf_url":"http://epubs.surrey.ac.uk/842242/1/Detecting%20Price%20Manipulation%20in%20the%20Financial%20Market.pdf","source":{"id":"https://openalex.org/S4306400680","display_name":"Surrey Research Insight Open Access (The University of Surrey)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I28290843","host_organization_name":"University of Surrey","host_organization_lineage":["https://openalex.org/I28290843"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference or Workshop Item"},{"id":"pmh:oai:usir.salford.ac.uk:33090","is_oa":true,"landing_page_url":"http://usir.salford.ac.uk/id/eprint/33090/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401501","display_name":"University of Salford Institutional Repository (University of Salford)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I54459138","host_organization_name":"University of Salford","host_organization_lineage":["https://openalex.org/I54459138"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference or Workshop Item"}],"best_oa_location":{"id":"pmh:oai:usir.salford.ac.uk:33090","is_oa":true,"landing_page_url":"http://usir.salford.ac.uk/id/eprint/33090/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401501","display_name":"University of Salford Institutional Repository (University of Salford)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I54459138","host_organization_name":"University of Salford","host_organization_lineage":["https://openalex.org/I54459138"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference or Workshop Item"},"sustainable_development_goals":[{"score":0.49000000953674316,"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W1536353075","https://openalex.org/W1542569948","https://openalex.org/W1663973292","https://openalex.org/W1774883591","https://openalex.org/W1979575715","https://openalex.org/W1984984513","https://openalex.org/W1993670616","https://openalex.org/W1999996900","https://openalex.org/W2002700083","https://openalex.org/W2007447175","https://openalex.org/W2016647770","https://openalex.org/W2030908561","https://openalex.org/W2054079449","https://openalex.org/W2064709414","https://openalex.org/W2066076302","https://openalex.org/W2076231812","https://openalex.org/W2105896409","https://openalex.org/W2123455615","https://openalex.org/W2132870739","https://openalex.org/W2134752891","https://openalex.org/W2153635508","https://openalex.org/W2158698691","https://openalex.org/W2163899311","https://openalex.org/W2170666344","https://openalex.org/W2486563685","https://openalex.org/W2517382044","https://openalex.org/W2889788174","https://openalex.org/W3121438267","https://openalex.org/W3124045061","https://openalex.org/W3124445803","https://openalex.org/W3125310323","https://openalex.org/W3125887597"],"related_works":["https://openalex.org/W2914629610","https://openalex.org/W2392950849","https://openalex.org/W3123459577","https://openalex.org/W1671376085","https://openalex.org/W1977167847","https://openalex.org/W3043569227","https://openalex.org/W3122624097","https://openalex.org/W2323241002","https://openalex.org/W4386639015","https://openalex.org/W2509018642"],"abstract_inverted_index":{"Market":[0],"abuse":[1,32,39],"has":[2],"attracted":[3],"much":[4],"attention":[5],"from":[6,98],"financial":[7,69],"regulators":[8],"around":[9],"the":[10,21,24,30,35,44,56,67,85,88],"world":[11],"but":[12],"it":[13],"is":[14,23,62],"difficult":[15],"to":[16,65,84],"fully":[17],"prevent.":[18],"One":[19],"of":[20,26,29,46,87],"reasons":[22],"lack":[25],"thoroughly":[27],"studies":[28],"market":[31,38],"strategies":[33,45],"and":[34],"corresponding":[36],"effective":[37],"approaches.":[40],"In":[41],"this":[42],"paper,":[43],"reported":[47],"price":[48,89],"manipulation":[49,109],"cases":[50],"are":[51],"analysed":[52],"as":[53,55],"well":[54],"related":[57],"empirical":[58],"studies.":[59],"A":[60],"transformation":[61],"then":[63],"defined":[64],"convert":[66],"time-varying":[68],"trading":[70],"data":[71],"into":[72],"pseudo-stationary":[73],"time":[74],"series,":[75],"where":[76],"machine":[77],"learning":[78],"algorithms":[79],"can":[80],"be":[81],"easily":[82],"applied":[83],"detection":[86],"manipulation.":[90],"The":[91],"evaluation":[92],"experiments":[93],"conducted":[94],"on":[95],"four":[96],"stocks":[97],"NASDAQ":[99],"show":[100],"a":[101],"promising":[102],"improved":[103],"performance":[104],"for":[105],"effectively":[106],"detecting":[107],"such":[108],"cases.":[110]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":1}],"updated_date":"2026-08-11T07:18:39.950985","created_date":"2025-10-10T00:00:00"}