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Mar, 2024
使用时间卷积网络检测和分类欺骗攻击
Detecting and Triaging Spoofing using Temporal Convolutional Networks
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Kaushalya Kularatnam, Tania Stathaki
TL;DR
我们提出了一个框架,用于检测市场操纵,通过使用弱监督模型识别潜在可疑的订单簿状态序列,并结合专家评估来筛选特定的订单簿状态,以此维护公平和高效的市场。
Abstract
As
algorithmic trading
and
electronic markets
continue to transform the landscape of financial markets, detecting and deterring rogue agents to maintain a fair and efficient marketplace is crucial. The explosion
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