Adaptive hidden Markov model with anomaly states for price manipulation detection

Yi Cao^*, Yuhua Li, Sonya Coleman, Ammar Belatreche, Thomas Martin McGinnity

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

82 Citations (Scopus)

Original language	English
Pages (from-to)	318-330
Number of pages	13
Journal	IEEE Transactions on Neural Networks and Learning Systems
Volume	26
Issue number	2
Publication status	Published - Feb 2015

Cite this

@article{1633719fa47b44008fe73e65287f0049,

title = "Adaptive hidden Markov model with anomaly states for price manipulation detection",

author = "Yi Cao and Yuhua Li and Sonya Coleman and Ammar Belatreche and McGinnity, \{Thomas Martin\}",

year = "2015",

month = feb,

language = "English",

volume = "26",

pages = "318--330",

journal = "IEEE Transactions on Neural Networks and Learning Systems",

issn = "2162-237X",

publisher = "IEEE",

number = "2",

}

TY - JOUR

T1 - Adaptive hidden Markov model with anomaly states for price manipulation detection

AU - Cao, Yi

AU - Li, Yuhua

AU - Coleman, Sonya

AU - Belatreche, Ammar

AU - McGinnity, Thomas Martin

PY - 2015/2

Y1 - 2015/2

M3 - Article

SN - 2162-237X

VL - 26

SP - 318

EP - 330

JO - IEEE Transactions on Neural Networks and Learning Systems

JF - IEEE Transactions on Neural Networks and Learning Systems

IS - 2

ER -