Real time market manipulations modeling
Автор: Negrimovskii D.V., Yaminov R.I.
Журнал: Труды Московского физико-технического института @trudy-mipt
Рубрика: Информатика и управление
Статья в выпуске: 3 (55) т.14, 2022 года.
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The problem of detecting manipulations in the cryptocurrency market is studied. A new web application is proposed for modeling the effect of manipulation in a laboratory experiment involving real players. The application allows us, depending on the input parameters, to simulate various manipulation configurations. Unlike real unsupervised data, supervised laboratory data allows a more accurate assessment of the quality of anomaly search models.
Cryptocurrencies, market manipulations, pump-and-dump scheme, anomaly detection, experimental economics
Короткий адрес: https://sciup.org/142236479
IDR: 142236479