Real time market manipulations modeling

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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

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