arXiv · 1909.08964
To Detect Irregular Trade Behaviors In Stock Market By Using Graph Based Ranking Methods
Abstract
To detect the irregular trade behaviors in the stock market is the important problem in machine learning field. These irregular trade behaviors are obviously illegal. To detect these irregular trade behaviors in the stock market, data scientists normally employ the supervised learning techniques. In this paper, we employ the three graph Laplacian based semi-supervised ranking methods to solve the irregular trade behavior detection problem. Experimental results show that that the un-normalized and symmetric normalized graph Laplacian based semi-supervised ranking methods outperform the random walk Laplacian based semi-supervised ranking method.
Explore related subjects
Keep this discovery
Loc Tran, Linh Tran. 2019-09-04. To Detect Irregular Trade Behaviors In Stock Market By Using Graph Based Ranking Methods. https://arxiv.org/abs/1909.08964
Cite the original work for its findings. Save a collection to share your selection of sources.