Please note that Internet Explorer version 8. Please refer to this blog post for more information. This paper aims to develop methods that are capable of detecting manipulation in the Istanbul Stock Exchange.

The data in post-manipulation and pre-manipulation periods are used as non-manipulated instances while the data in the manipulation period are used as manipulated instances.

Longbing Cao | University of Technology Sydney

Test performance of classification accuracy, sensitivity and specificity statistics for Artificial Neural Networks ANN and Support Vector Machine SVM are compared with the results of discriminant analysis and logistics regression logit.

We found that the data mining techniques ANN and SVM are better suited to detect stock-price manipulation than multivariate statistical techniques discriminant analysis, logistics regression as the performances of the data mining techniques in terms of total classification accuracy and sensitivity statistics are better than those of multivariate techniques.

Detecting stock-price manipulation in an emerging market: The case of Turkey. | D2R Server publishing the DBLP Bibliography Database, hosted at L3S Research Center

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Please enable JavaScript to use all the features on this page. Expert Systems with Applications Volume 36, Issue 9 , November , Pages Detecting stock-price manipulation in an emerging market: The case of Turkey. Author links open the author workspace. Opens the author workspace Opens the author workspace a. Numbers and letters correspond to the affiliation list.

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Opens the author workspace a. Abstract This paper aims to develop methods that are capable of detecting manipulation in the Istanbul Stock Exchange. Check if you have access through your login credentials or your institution. Elsevier About ScienceDirect Remote access Shopping cart Contact and support Terms and conditions Privacy policy.

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