To Detect Irregular Trade Behaviors In Stock Market By Using Graph Based Ranking Methods

Loc Tran and Linh Tran

Papers from arXiv.org

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.

Date: 2019-09
New Economics Papers: this item is included in nep-big and nep-fmk
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