Yi Cao, Yuhua Li, Sonya A. Coleman, Ammar Belatreche, T. Martin McGinnity. A Hidden Markov Model with Abnormal States for Detecting Stock Price Manipulation. In IEEE International Conference on Systems, Man, and Cybernetics, Manchester, SMC 2013, United Kingdom, October 13-16, 2013. pages 3014-3019, IEEE, 2013. [doi]
Abstract is missing.