Learning Unfair Trading:A Market Manipulation Analysis from the Reinforcement Learning Perspective

Contribution for newspaper or weekly magazine, Preprint English OPEN
Martínez-Miranda, Enrique; McBurney, Peter; Howard, Matthew J.;
  • Identifiers: doi: 10.1109/EAIS.2016.7502499
  • Subject: /dk/atira/pure/subjectarea/asjc/1700/1702 | Pinging | Asset price manipulation | Quantitative Finance - Trading and Market Microstructure | MDP | /dk/atira/pure/subjectarea/asjc/2200/2207 | Generative model | Control and Systems Engineering | Computer Science - Learning | Spoofing | Artificial Intelligence
    acm: ComputingMilieux_COMPUTERSANDSOCIETY

Market manipulation is a strategy used by traders to alter the price of financial assets. One type of manipulation is based on the process of buying or selling assets by using several trading strategies, among them spoofing is a popular strategy and is considered illega... View more
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