TL;DR本研究探讨社交媒体、低成本交易平台和纯真投资者相交的情况,创建了一个基于社交媒体帖子的预测模型工具,可对 Pump&Dump 式的市场操纵提前进行预警,并在最佳模型下实现了 85% 的准确率和 62% 的 F1 得分。
Abstract
The intersection of social media, low-cost trading platforms, and naive
investors has created an ideal situation for information-based market
manipulations, especially pump&dumps. Manipulators accumulate small-ca