Market manipulation: An adversarial learning framework for detection and evasion

X Wang and MP Wellman 29th International Joint Conference on Artificial Intelligence, Special Track on AI in FinTech, pages 4626–4632, 2020. Abstract We propose an adversarial learning framework to capture the evolving game between a regulator…
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Generating Stock Market Data

CSE news item on our AAAI-20 paper, describing a GAN model for financial market order streams.

Generating realistic stock market order streams

J Li, X Wang, Y Lin, A Sinha, and MP Wellman 34th AAAI Conference on Artificial Intelligence, pages 727-734, Feb 2020. Abstract We propose an approach to generate realistic and high-fidelity stock market data based on generative adversarial…

A Cloaking Mechanism to Mitigate Market Manipulation

X Wang, Y Vorobeychik, and MP Wellman 27th International Joint Conference on Artificial Intelligence, pages 541–547, July 2018. Abstract We propose a cloaking mechanism to deter spoofing, a form of manipulation in financial markets. The…