Market manipulation detection: A systematic literature review

作者：

Highlights：

• Reviews and criticizes the studies in Trade-Based Manipulation Detection (TBMD).

• Maps the market manipulations with anomalies.

• Identifies the main criteria for manipulation taxonomy.

• Identifies issues investigated, solutions proposed, challenges and open problems.

• Identifies data mining approaches, categories, and techniques used in TBMD.

摘要

•Reviews and criticizes the studies in Trade-Based Manipulation Detection (TBMD).•Maps the market manipulations with anomalies.•Identifies the main criteria for manipulation taxonomy.•Identifies issues investigated, solutions proposed, challenges and open problems.•Identifies data mining approaches, categories, and techniques used in TBMD.

论文关键词：Anomaly detection,Data mining,Financial fraud detection,Market manipulation detection,Trade-based manipulation,Systematic literature review

论文评审过程：Received 30 December 2021, Revised 9 July 2022, Accepted 30 July 2022, Available online 4 August 2022, Version of Record 17 August 2022.

论文官网地址：https://doi.org/10.1016/j.eswa.2022.118330