Identifying suspicious cases in the hong kong stock market using commentators’ stock news

Li Quan*, Jean H Y LAI

*Corresponding author for this work

Research output: Chapter in book/report/conference proceedingConference proceedingpeer-review

Abstract

Stock market is one of the most active secondary markets in the finance industry. Investors buy and sell stocks there. Regulators are in place to offer a fair place for trading. Unfortunately, market manipulation of different forms still exists. Limited researches worked on this area due to restriction in data supply. Exchanges and regulators do not offer full order book to the public. Without a full order book, it is difficult to locate the fraud intention of manipulator. This paper introduces a new method to identify suspicious cases: identifying suspicious cases by parsing the stock recommendation news written by stock commentators. Some suspicious cases are found in the study.

Original languageEnglish
Title of host publicationGenetic and Evolutionary Computing - Proceedings of the 11th International Conference on Genetic and Evolutionary Computing
EditorsShu-Chuan Chu, Jerry Chun-Wei Lin, Chien-Ming Chen, Jeng-Shyang Pan
PublisherSpringer Verlag
Pages44-51
Number of pages8
ISBN (Print)9789811064869
DOIs
Publication statusPublished - 2018
Event11th International Conference on Genetic and Evolutionary Computing, 2017 - Kaohsiung, Taiwan, Province of China
Duration: 6 Nov 20178 Nov 2017

Publication series

NameAdvances in Intelligent Systems and Computing
Volume579
ISSN (Print)2194-5357

Conference

Conference11th International Conference on Genetic and Evolutionary Computing, 2017
Country/TerritoryTaiwan, Province of China
CityKaohsiung
Period6/11/178/11/17

Scopus Subject Areas

  • Control and Systems Engineering
  • Computer Science(all)

User-Defined Keywords

  • Correlation coefficient
  • Stock news analysis
  • Stock price manipulation
  • Suspicious case

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