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

Li Quan; Jean H Y Lai

doi:10.1007/978-981-10-6487-6_6

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

Li Quan^*
, Jean H Y Lai

^*Corresponding author for this work

Department of Computer Science

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-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 language	English
Title of host publication	Genetic and Evolutionary Computing
Subtitle of host publication	Proceedings of the Eleventh International Conference on Genetic and Evolutionary Computing, November 6-8, 2017, Kaohsiung, Taiwan
Editors	Shu-Chuan Chu, Jerry Chun-Wei Lin, Chien-Ming Chen, Jeng-Shyang Pan
Publisher	Springer
Pages	44-51
Number of pages	8
Edition	1st
ISBN (Electronic)	9789811064876
ISBN (Print)	9789811064869
DOIs	https://doi.org/10.1007/978-981-10-6487-6_6
Publication status	Published - 16 Oct 2017
Event	11th International Conference on Genetic and Evolutionary Computing, 2017 - Kaohsiung, Taiwan, China Duration: 6 Nov 2017 → 8 Nov 2017 https://link.springer.com/conference/icgec

Publication series

Name	Advances in Intelligent Systems and Computing
Volume	579
ISSN (Print)	2194-5357
ISSN (Electronic)	2194-5365

Name	ICGEC: International Conference on Genetic and Evolutionary Computing

Conference

Conference	11th International Conference on Genetic and Evolutionary Computing, 2017
Abbreviated title	ICGEC 2017.
Country/Territory	Taiwan, China
City	Kaohsiung
Period	6/11/17 → 8/11/17
Other	Conference proceedings
Internet address	https://link.springer.com/conference/icgec

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 10 Reduced Inequalities

User-Defined Keywords

Correlation coefficient
Stock news analysis
Stock price manipulation
Suspicious case

Access to Document

10.1007/978-981-10-6487-6_6

Cite this

Quan, L., & Lai, J. H. Y. (2017). Identifying suspicious cases in the hong kong stock market using commentators’ stock news. In S.-C. Chu, J. C.-W. Lin, C.-M. Chen, & J.-S. Pan (Eds.), Genetic and Evolutionary Computing: Proceedings of the Eleventh International Conference on Genetic and Evolutionary Computing, November 6-8, 2017, Kaohsiung, Taiwan (1st ed., pp. 44-51). (Advances in Intelligent Systems and Computing; Vol. 579), (ICGEC: International Conference on Genetic and Evolutionary Computing). Springer. https://doi.org/10.1007/978-981-10-6487-6_6

Quan, Li ; Lai, Jean H Y. / Identifying suspicious cases in the hong kong stock market using commentators’ stock news. Genetic and Evolutionary Computing: Proceedings of the Eleventh International Conference on Genetic and Evolutionary Computing, November 6-8, 2017, Kaohsiung, Taiwan. editor / Shu-Chuan Chu ; Jerry Chun-Wei Lin ; Chien-Ming Chen ; Jeng-Shyang Pan. 1st. ed. Springer, 2017. pp. 44-51 (Advances in Intelligent Systems and Computing). (ICGEC: International Conference on Genetic and Evolutionary Computing).

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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.",

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author = "Li Quan and Lai, \{Jean H Y\}",

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Quan, L & Lai, JHY 2017, Identifying suspicious cases in the hong kong stock market using commentators’ stock news. in S-C Chu, JC-W Lin, C-M Chen & J-S Pan (eds), Genetic and Evolutionary Computing: Proceedings of the Eleventh International Conference on Genetic and Evolutionary Computing, November 6-8, 2017, Kaohsiung, Taiwan. 1st edn, Advances in Intelligent Systems and Computing, vol. 579, ICGEC: International Conference on Genetic and Evolutionary Computing, Springer, pp. 44-51, 11th International Conference on Genetic and Evolutionary Computing, 2017, Kaohsiung, Taiwan, China, 6/11/17. https://doi.org/10.1007/978-981-10-6487-6_6

Identifying suspicious cases in the hong kong stock market using commentators’ stock news. / Quan, Li; Lai, Jean H Y.
Genetic and Evolutionary Computing: Proceedings of the Eleventh International Conference on Genetic and Evolutionary Computing, November 6-8, 2017, Kaohsiung, Taiwan. ed. / Shu-Chuan Chu; Jerry Chun-Wei Lin; Chien-Ming Chen; Jeng-Shyang Pan. 1st. ed. Springer, 2017. p. 44-51 (Advances in Intelligent Systems and Computing; Vol. 579), (ICGEC: International Conference on Genetic and Evolutionary Computing).

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-review

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AB - 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.

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Quan L, Lai JHY. Identifying suspicious cases in the hong kong stock market using commentators’ stock news. In Chu SC, Lin JCW, Chen CM, Pan JS, editors, Genetic and Evolutionary Computing: Proceedings of the Eleventh International Conference on Genetic and Evolutionary Computing, November 6-8, 2017, Kaohsiung, Taiwan. 1st ed. Springer. 2017. p. 44-51. (Advances in Intelligent Systems and Computing). (ICGEC: International Conference on Genetic and Evolutionary Computing). doi: 10.1007/978-981-10-6487-6_6

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

Abstract

Publication series

Conference

UN SDGs

User-Defined Keywords

Access to Document

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