A velocity-based autoencoder detects 10 of 10 regulator-identified manipulation days in BANKNIFTY options, and a pump-reversal shape score ranks alleged U.S. equity manipulation days with AUCs of 0.91 and 0.81.
Title resolution pending
1 Pith paper cite this work, alongside 77 external citations. Polarity classification is still indexing.
1
Pith paper citing it
77
external citations · OpenAlex
citation-role summary
background 1
citation-polarity summary
fields
q-fin.TR 1years
2026 1verdicts
CONDITIONAL 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution
A velocity-based autoencoder detects 10 of 10 regulator-identified manipulation days in BANKNIFTY options, and a pump-reversal shape score ranks alleged U.S. equity manipulation days with AUCs of 0.91 and 0.81.