{"id":"https://openalex.org/W2011384856","doi":"https://doi.org/10.1109/tnnls.2014.2315042","title":"Adaptive Hidden Markov Model With Anomaly States for Price Manipulation Detection","display_name":"Adaptive Hidden Markov Model With Anomaly States for Price Manipulation Detection","publication_year":2014,"publication_date":"2014-04-22","ids":{"openalex":"https://openalex.org/W2011384856","doi":"https://doi.org/10.1109/tnnls.2014.2315042","mag":"2011384856","pmid":"https://pubmed.ncbi.nlm.nih.gov/25608293"},"language":"en","primary_location":{"id":"doi:10.1109/tnnls.2014.2315042","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tnnls.2014.2315042","pdf_url":null,"source":{"id":"https://openalex.org/S4210175523","display_name":"IEEE Transactions on Neural Networks and Learning Systems","issn_l":"2162-237X","issn":["2162-237X","2162-2388"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Neural Networks and Learning Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","pubmed"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://usir.salford.ac.uk/id/eprint/33036/1/TNNLS2315042_Adaptive_Hidden_Markov_Model_with_Anomaly_States_for_Price_Manipulation_Detection.pdf","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, U.K"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Londonderry, U.K","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, U.K"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Londonderry, U.K","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, U.K"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Londonderry, U.K","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, U.K"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Londonderry, U.K","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"]},{"id":"https://openalex.org/I52590639","display_name":"Nottingham Trent University","ror":"https://ror.org/04xyxjd90","country_code":"GB","type":"education","lineage":["https://openalex.org/I52590639"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Thomas Martin McGinnity","raw_affiliation_strings":["Intelligent Systems Research Centre, University of Ulster, Londonderry, U.K","School of Science and Technology, Nottingham Trent University, Nottingham, U.K"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Intelligent Systems Research Centre, University of Ulster, Londonderry, U.K","institution_ids":["https://openalex.org/I138801177"]},{"raw_affiliation_string":"School of Science and Technology, Nottingham Trent University, Nottingham, U.K","institution_ids":["https://openalex.org/I52590639"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":7.7284,"has_fulltext":false,"cited_by_count":103,"citation_normalized_percentile":{"value":0.97188642,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":"26","issue":"2","first_page":"318","last_page":"330"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"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"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994000196456909,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/computer-science","display_name":"Computer science","score":0.611088752746582},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5653301477432251},{"id":"https://openalex.org/keywords/hidden-markov-model","display_name":"Hidden Markov model","score":0.552102267742157},{"id":"https://openalex.org/keywords/anomaly-detection","display_name":"Anomaly detection","score":0.5345750451087952},{"id":"https://openalex.org/keywords/wavelet","display_name":"Wavelet","score":0.5341842174530029},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5340933203697205},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.5105951428413391},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.4950462877750397},{"id":"https://openalex.org/keywords/market-manipulation","display_name":"Market manipulation","score":0.47958555817604065},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.43682754039764404},{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.4168754816055298},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.34014394879341125},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3265668749809265},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2847488522529602},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.12653478980064392},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.07798942923545837}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.611088752746582},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5653301477432251},{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.552102267742157},{"id":"https://openalex.org/C739882","wikidata":"https://www.wikidata.org/wiki/Q3560506","display_name":"Anomaly detection","level":2,"score":0.5345750451087952},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.5341842174530029},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5340933203697205},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.5105951428413391},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.4950462877750397},{"id":"https://openalex.org/C2779721758","wikidata":"https://www.wikidata.org/wiki/Q400707","display_name":"Market manipulation","level":2,"score":0.47958555817604065},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.43682754039764404},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.4168754816055298},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.34014394879341125},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3265668749809265},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2847488522529602},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12653478980064392},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.07798942923545837},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","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}],"mesh":[],"locations_count":8,"locations":[{"id":"doi:10.1109/tnnls.2014.2315042","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tnnls.2014.2315042","pdf_url":null,"source":{"id":"https://openalex.org/S4210175523","display_name":"IEEE Transactions on Neural Networks and Learning Systems","issn_l":"2162-237X","issn":["2162-237X","2162-2388"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Neural Networks and Learning Systems","raw_type":"journal-article"},{"id":"pmid:25608293","is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/25608293","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE transactions on neural networks and learning systems","raw_type":null},{"id":"pmh:oai:alma.44SUR_INST:11139660020002346","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:842232","is_oa":false,"landing_page_url":"http://epubs.surrey.ac.uk/842232/1/Adaptive%20Hidden%20Markov%20Model%20With%20Anomaly%20States%20for%20Price%20Manipulation%20Detection.pdf","pdf_url":"http://epubs.surrey.ac.uk/842232/1/Adaptive%20Hidden%20Markov%20Model%20With%20Anomaly%20States%20for%20Price%20Manipulation%20Detection.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":"Article"},{"id":"pmh:oai:usir.salford.ac.uk:33036","is_oa":true,"landing_page_url":"http://usir.salford.ac.uk/id/eprint/33036/1/TNNLS2315042_Adaptive_Hidden_Markov_Model_with_Anomaly_States_for_Price_Manipulation_Detection.pdf","pdf_url":"http://usir.salford.ac.uk/id/eprint/33036/1/TNNLS2315042_Adaptive_Hidden_Markov_Model_with_Anomaly_States_for_Price_Manipulation_Detection.pdf","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":"Article"},{"id":"pmh:oai:https://orca.cardiff.ac.uk:109844","is_oa":false,"landing_page_url":"https://orca.cardiff.ac.uk/id/eprint/109844/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401195","display_name":"ORCA Online Research @Cardiff (Cardiff University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I79510175","host_organization_name":"Cardiff University","host_organization_lineage":["https://openalex.org/I79510175"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"},{"id":"pmh:oai:irep.ntu.ac.uk:4992","is_oa":false,"landing_page_url":"http://irep.ntu.ac.uk/id/eprint/4992/","pdf_url":null,"source":{"id":"https://openalex.org/S4306400559","display_name":"Nottingham Trent University's Institutional Repository (Nottingham Trent Repository)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I52590639","host_organization_name":"Nottingham Trent University","host_organization_lineage":["https://openalex.org/I52590639"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"},{"id":"pmh:oai:nrl.northumbria.ac.uk:34552","is_oa":false,"landing_page_url":"http://nrl.northumbria.ac.uk/34552/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401884","display_name":"Northumbria Research Link (Northumbria University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I32394136","host_organization_name":"Northumbria University","host_organization_lineage":["https://openalex.org/I32394136"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":{"id":"pmh:oai:usir.salford.ac.uk:33036","is_oa":true,"landing_page_url":"http://usir.salford.ac.uk/id/eprint/33036/1/TNNLS2315042_Adaptive_Hidden_Markov_Model_with_Anomaly_States_for_Price_Manipulation_Detection.pdf","pdf_url":"http://usir.salford.ac.uk/id/eprint/33036/1/TNNLS2315042_Adaptive_Hidden_Markov_Model_with_Anomaly_States_for_Price_Manipulation_Detection.pdf","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":"Article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":50,"referenced_works":["https://openalex.org/W1542569948","https://openalex.org/W1577789187","https://openalex.org/W1601795611","https://openalex.org/W1663973292","https://openalex.org/W1970278391","https://openalex.org/W1976625337","https://openalex.org/W1980956450","https://openalex.org/W1984984513","https://openalex.org/W1989815419","https://openalex.org/W1995263179","https://openalex.org/W1999318832","https://openalex.org/W2007447175","https://openalex.org/W2007599834","https://openalex.org/W2016589303","https://openalex.org/W2016647770","https://openalex.org/W2018833906","https://openalex.org/W2019821804","https://openalex.org/W2030561213","https://openalex.org/W2030908561","https://openalex.org/W2033840436","https://openalex.org/W2048401671","https://openalex.org/W2059824161","https://openalex.org/W2062024414","https://openalex.org/W2064709414","https://openalex.org/W2068715901","https://openalex.org/W2080972498","https://openalex.org/W2090218979","https://openalex.org/W2093488494","https://openalex.org/W2105896409","https://openalex.org/W2111440106","https://openalex.org/W2123455615","https://openalex.org/W2124384306","https://openalex.org/W2132870739","https://openalex.org/W2153635508","https://openalex.org/W2158698691","https://openalex.org/W2159399339","https://openalex.org/W2160097539","https://openalex.org/W2169572865","https://openalex.org/W2170924674","https://openalex.org/W2319031802","https://openalex.org/W2517382044","https://openalex.org/W2889788174","https://openalex.org/W3121546316","https://openalex.org/W3123985753","https://openalex.org/W3124045061","https://openalex.org/W3124351842","https://openalex.org/W3124812671","https://openalex.org/W3125887597","https://openalex.org/W4255272544","https://openalex.org/W4388297583"],"related_works":["https://openalex.org/W2364370872","https://openalex.org/W2097963413","https://openalex.org/W2025614924","https://openalex.org/W2294335174","https://openalex.org/W3145575561","https://openalex.org/W2995886640","https://openalex.org/W1591475660","https://openalex.org/W2001275470","https://openalex.org/W2164162849","https://openalex.org/W2491772941"],"abstract_inverted_index":{"Price":[0],"manipulation":[1,36,66,79,108,127,131,169],"refers":[2],"to":[3,15,41,85,125],"the":[4,21,42,117,121,146,161,173],"activities":[5],"of":[6,33,47,58,64],"those":[7],"traders":[8],"who":[9],"use":[10],"carefully":[11],"designed":[12],"trading":[13],"behaviors":[14],"manually":[16],"push":[17],"up":[18],"or":[19,62],"down":[20],"underlying":[22],"equity":[23],"prices":[24,154],"for":[25,74,103],"making":[26],"profits.":[27],"With":[28],"increasing":[29],"volumes":[30],"and":[31,45,76,105,114,129,145,150,171],"frequency":[32],"trading,":[34],"price":[35,78,107,126,168],"can":[37,165],"be":[38,86],"extremely":[39],"damaging":[40],"proper":[43],"functioning":[44],"integrity":[46],"capital":[48],"markets.":[49],"The":[50,134],"existing":[51],"literature":[52],"focuses":[53],"on":[54,69,138],"either":[55],"empirical":[56],"studies":[57],"market":[59],"abuse":[60],"cases":[61],"analysis":[63],"particular":[65],"types":[67],"based":[68],"certain":[70],"assumptions.":[71],"Effective":[72],"approaches":[73],"analyzing":[75],"detecting":[77,106],"in":[80],"real":[81],"time":[82],"are":[83],"yet":[84],"developed.":[87],"This":[88],"paper":[89],"proposes":[90],"a":[91],"novel":[92],"approach,":[93],"called":[94],"adaptive":[95],"hidden":[96],"Markov":[97],"model":[98,123,164],"with":[99,111],"anomaly":[100],"states":[101],"(AHMMAS)":[102],"modeling":[104],"activities.":[109],"Together":[110],"wavelet":[112],"transformations":[113],"gradients":[115],"as":[116],"feature":[118],"extraction":[119],"methods,":[120],"AHMMAS":[122,163],"caters":[124],"detection":[128],"basic":[130],"type":[132],"recognition.":[133],"evaluation":[135],"experiments":[136],"conducted":[137],"seven":[139],"stock":[140,153],"tick":[141],"data":[142],"from":[143],"NASDAQ":[144],"London":[147],"Stock":[148],"Exchange":[149],"10":[151],"simulated":[152],"by":[155],"stochastic":[156],"differential":[157],"equation":[158],"show":[159],"that":[160],"proposed":[162],"effectively":[166],"detect":[167],"patterns":[170],"outperforms":[172],"selected":[174],"benchmark":[175],"models.":[176]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":12},{"year":2023,"cited_by_count":14},{"year":2022,"cited_by_count":8},{"year":2021,"cited_by_count":7},{"year":2020,"cited_by_count":11},{"year":2019,"cited_by_count":12},{"year":2018,"cited_by_count":13},{"year":2017,"cited_by_count":10},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":4}],"updated_date":"2026-08-11T07:18:39.950985","created_date":"2025-10-10T00:00:00"}
