This is the code and data used in our paper "Identification of Stock Market Manipulation with Deep Learning" published on ADMA 2021 By Jillian Tallboys, Ye Zhu, and Sutharshan Rajasegarar (Deakin University, Australia), Link:[https://doi.org/10.1007/978-3-030-95405-5_29].

The preprint can be obtained at https://www.techrxiv.org/articles/preprint/Identification_of_Stock_Market_Manipulation_with_Deep_Learning/19111730

A dataset with labelled real (time series) anomalies (market manipulation) is presented, which have been used for experiments with state-of-the-art anomaly detection algorithms.

Please cite our paper as follows if you use the data and/or code in your own work.

Jillian Tallboys, Ye Zhu, and Sutharshan Rajasegarar, Identification of Stock Market Manipulation with Deep Learning, in Proceedings of the 17th International Conference on Advanced Data Mining and Applications (ADMA 2021), pp 408-420, Sydney, Australia, February, 2022. Link:[https://doi.org/10.1007/978-3-030-95405-5_29]

@inproceedings{Tallboys2022Ident,
  title={Identification of Stock Market Manipulation with Deep Learning},
  author={Jillian Tallboys, Ye Zhu, Sutharshan Rajasegarar},
  booktitle={Proceedings of the 17th International Conference on Advanced Data Mining and Applications (ADMA 2021)},
  venue={Sydney, Australia},
  location={Australia},
  year={2022},
  pages={408-420},
  url={https://doi.org/10.1007/978-3-030-95405-5_29}
}