Interpretable Stock Anomaly Detection Based on Spatio-Temporal Relation Networks With Genetic Algorithm

Interpretable Stock Anomaly Detection Based on Spatio-Temporal Relation Networks With Genetic Algorithm

Instability in financial markets represents a considerable risk to investors; examples of instability include a market crash caused by systematic risks and abnormal stock price volatility caused by artificial hype. The early detection of abnormal behavior can help investors adjust their strategy and...

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Bibliographic Details
Main Authors: Mei-See Cheong, Mei-Chen Wu, Szu-Hao Huang
Format: Article
Language:English
Published: IEEE 2021-01-01
Series:IEEE Access
Subjects:
Anomaly detection
genetic algorithm
interpretable model
Relation Network
Online Access:https://ieeexplore.ieee.org/document/9420709/

Internet

https://ieeexplore.ieee.org/document/9420709/

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