| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10322386 | Expert Systems with Applications | 2012 | 7 Pages |
Abstract
⺠We apply peer group analysis to the detection of stock price manipulation. ⺠We update different weights of peer group members over time. ⺠We analyze real time series data observed from Korean stock market.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Yoonseong Kim, So Young Sohn,