{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,13]],"date-time":"2026-06-13T17:04:50Z","timestamp":1781370290438,"version":"3.54.1"},"reference-count":59,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","issue":"2","license":[{"start":{"date-parts":[[2015,2,1]],"date-time":"2015-02-01T00:00:00Z","timestamp":1422748800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"}],"funder":[{"name":"companies and organizations involved in the Northern Ireland Capital Markets Engineering Research Initiative"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Trans. Neural Netw. Learning Syst."],"published-print":{"date-parts":[[2015,2]]},"DOI":"10.1109\/tnnls.2014.2315042","type":"journal-article","created":{"date-parts":[[2014,4,22]],"date-time":"2014-04-22T18:03:46Z","timestamp":1398189826000},"page":"318-330","source":"Crossref","is-referenced-by-count":82,"title":["Adaptive Hidden Markov Model With Anomaly States for Price Manipulation Detection"],"prefix":"10.1109","volume":"26","author":[{"family":"Yi Cao","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"family":"Yuhua Li","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Sonya","family":"Coleman","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Ammar","family":"Belatreche","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Thomas Martin","family":"McGinnity","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"263","reference":[{"key":"ref39","author":"bishop","year":"2006","journal-title":"Pattern Recognition and Machine Learning"},{"key":"ref38","doi-asserted-by":"publisher","DOI":"10.3386\/w3862"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1016\/j.acha.2010.08.002"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1137\/1.9781611970104"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1016\/j.ymssp.2009.04.002"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1098\/rspa.2003.1221"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.1016\/j.neucom.2008.12.005"},{"key":"ref36","author":"hull","year":"2011","journal-title":"Options Futures and Other Derivatives"},{"key":"ref35","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2009.05.024"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1109\/JSTSP.2011.2173900"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4266(01)00227-8"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1088\/1469-7688\/2\/5\/302"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2012.04.020"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1007\/s10679-006-9008-5"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/5.3.503"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2011.09.012"},{"key":"ref22","author":"tse","year":"2012","journal-title":"High frequency trading&#x2014;The good the band and the regulation"},{"key":"ref21","author":"ian","year":"2012","journal-title":"Market Abuse and Surveillance"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1016\/j.automatica.2007.11.003"},{"key":"ref23","year":"2013","journal-title":"Securities and Exchange Commission Release No 34-69287"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1016\/S0927-5398(00)00024-4"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.2307\/1905515"},{"key":"ref50","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-78246-9_42"},{"key":"ref51","year":"2012","journal-title":"Limit Order Book System"},{"key":"ref59","year":"2013","journal-title":"There is No Stock Market Regulator"},{"key":"ref58","doi-asserted-by":"publisher","DOI":"10.1109\/TSMCB.2008.2002909"},{"key":"ref57","doi-asserted-by":"publisher","DOI":"10.1016\/j.patrec.2005.10.010"},{"key":"ref56","author":"tax","year":"2012","journal-title":"DDtools the Data Description Toolbox for Matlab"},{"key":"ref55","doi-asserted-by":"publisher","DOI":"10.1145\/1961189.1961199"},{"key":"ref54","doi-asserted-by":"publisher","DOI":"10.1109\/TKDE.2011.129"},{"key":"ref53","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2012.04.002"},{"key":"ref52","author":"cumming","year":"2013","journal-title":"High frequency trading and end-of-day manipulation"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2010.10.001"},{"key":"ref11","author":"tse","year":"2012","journal-title":"High frequency trading&#x2014;Measurement detection and response"},{"key":"ref40","doi-asserted-by":"publisher","DOI":"10.1080\/10618600.2000.10474879"},{"key":"ref12","year":"2012","journal-title":"Finra Joins Exchanges and the Sec in Fining Hold Brothers More Than$5 9 Million for Manipulative Trading Anti-Money Laundering and Other Violations"},{"key":"ref13","year":"2012","journal-title":"Whac-a-mole is Manipulation"},{"key":"ref14","doi-asserted-by":"crossref","first-page":"11944","DOI":"10.1016\/j.eswa.2009.03.065","article-title":"Detecting stock-price manipulation in an emerging market: The case of Turkey","volume":"36","author":"\u00f6g\u00fct","year":"2009","journal-title":"Expert Syst Appl"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2011.04.066"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2008.10.073"},{"key":"ref17","article-title":"Trade-based manipulation and market efficiency: A cross-market comparison","author":"aitken","year":"2009","journal-title":"Proc 22nd Australasian Finance Banking Conf"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1016\/j.finmar.2012.05.004"},{"key":"ref19","author":"ferraris","year":"2008","journal-title":"Equity market impact models Mathematics at the interface between business and research"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1109\/72.935090"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1109\/TNN.2001.935079"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1109\/TNNLS.2012.2216898"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1109\/72.935093"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4266(99)00102-8"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1109\/TNNLS.2012.2227148"},{"key":"ref49","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-89197-0_79"},{"key":"ref9","year":"2012","journal-title":"Market Abuse Amended Proposal for a Directive"},{"key":"ref46","doi-asserted-by":"crossref","DOI":"10.1093\/oso\/9780198572237.001.0001","author":"grimmett","year":"2001","journal-title":"Probability and Random Processes"},{"key":"ref45","doi-asserted-by":"publisher","DOI":"10.1162\/089976601750264965"},{"key":"ref48","doi-asserted-by":"publisher","DOI":"10.1007\/s10618-007-0076-8"},{"key":"ref47","year":"2013","journal-title":"Exploratory Trading&#x2014;Top 8 HFT Take Liquidity 59% of the Time"},{"key":"ref42","doi-asserted-by":"publisher","DOI":"10.1115\/1.1475320"},{"key":"ref41","doi-asserted-by":"publisher","DOI":"10.1109\/TCSVT.2012.2199390"},{"key":"ref44","first-page":"273","article-title":"Condition monitoring of manufacturing processes","author":"clifton","year":"2008","journal-title":"Condition Monitoring"},{"key":"ref43","doi-asserted-by":"publisher","DOI":"10.1016\/S0031-3203(02)00026-2"}],"container-title":["IEEE Transactions on Neural Networks and Learning Systems"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/5962385\/7010866\/06803980.pdf?arnumber=6803980","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,5,26]],"date-time":"2024-05-26T04:03:49Z","timestamp":1716696229000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/6803980\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,2]]},"references-count":59,"journal-issue":{"issue":"2"},"URL":"https:\/\/doi.org\/10.1109\/tnnls.2014.2315042","relation":{},"ISSN":["2162-237X","2162-2388"],"issn-type":[{"value":"2162-237X","type":"print"},{"value":"2162-2388","type":"electronic"}],"subject":[],"published":{"date-parts":[[2015,2]]}}}