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Adaptive hidden Markov model with anomaly states for price manipulation detection

Cao, Yi, Li, Yuhua, Coleman, Sonya, Belatreche, Ammar and McGinnity, Thomas Martin 2015. Adaptive hidden Markov model with anomaly states for price manipulation detection. IEEE Transactions on Neural Networks and Learning Systems 26 (2) , pp. 318-330. 10.1109/TNNLS.2014.2315042

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Item Type: Article
Date Type: Publication
Status: Published
Schools: Computer Science & Informatics
Data Innovation Research Institute (DIURI)
Publisher: IEEE
ISSN: 2162-237X
Last Modified: 04 Mar 2020 15:30
URI: http://orca.cf.ac.uk/id/eprint/109844

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