{"id":"https://openalex.org/W3034571736","doi":"https://doi.org/10.24963/ijcai.2020/638","title":"Market Manipulation: An Adversarial Learning Framework for Detection and Evasion","display_name":"Market Manipulation: An Adversarial Learning Framework for Detection and Evasion","publication_year":2020,"publication_date":"2020-07-01","ids":{"openalex":"https://openalex.org/W3034571736","doi":"https://doi.org/10.24963/ijcai.2020/638","mag":"3034571736"},"language":"en","primary_location":{"is_oa":true,"landing_page_url":"https://doi.org/10.24963/ijcai.2020/638","pdf_url":"https://www.ijcai.org/proceedings/2020/0638.pdf","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true},"type":"article","type_crossref":"proceedings-article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://www.ijcai.org/proceedings/2020/0638.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100783580","display_name":"Xintong Wang","orcid":"https://orcid.org/0000-0002-0867-8807"},"institutions":[{"id":"https://openalex.org/I27837315","display_name":"University of Michigan\u2013Ann Arbor","ror":"https://ror.org/00jmfr291","country_code":"US","type":"education","lineage":["https://openalex.org/I27837315"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Xintong Wang","raw_affiliation_strings":["University of Michigan, Ann Arbor"],"affiliations":[{"raw_affiliation_string":"University of Michigan, Ann Arbor","institution_ids":["https://openalex.org/I27837315"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5002102744","display_name":"Michael P. Wellman","orcid":"https://orcid.org/0000-0002-1691-6844"},"institutions":[{"id":"https://openalex.org/I27837315","display_name":"University of Michigan\u2013Ann Arbor","ror":"https://ror.org/00jmfr291","country_code":"US","type":"education","lineage":["https://openalex.org/I27837315"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Michael P. Wellman","raw_affiliation_strings":["University of Michigan, Ann Arbor"],"affiliations":[{"raw_affiliation_string":"University of Michigan, Ann Arbor","institution_ids":["https://openalex.org/I27837315"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.554,"has_fulltext":true,"fulltext_origin":"pdf","cited_by_count":8,"citation_normalized_percentile":{"value":0.999907,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":84,"max":85},"biblio":{"volume":null,"issue":null,"first_page":"4626","last_page":"4632"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11689","display_name":"Adversarial Robustness in Machine Learning","score":0.9859,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11689","display_name":"Adversarial Robustness in Machine Learning","score":0.9859,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11674","display_name":"Sports Analytics and Performance","score":0.9836,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9204,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/market-manipulation","display_name":"Market manipulation","score":0.6682628},{"id":"https://openalex.org/keywords/evasion","display_name":"Evasion (ethics)","score":0.63352895},{"id":"https://openalex.org/keywords/discriminator","display_name":"Discriminator","score":0.6145578}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7720043},{"id":"https://openalex.org/C2780992000","wikidata":"https://www.wikidata.org/wiki/Q17016113","display_name":"Generator (circuit theory)","level":3,"score":0.736022},{"id":"https://openalex.org/C37736160","wikidata":"https://www.wikidata.org/wiki/Q1801315","display_name":"Adversarial system","level":2,"score":0.67765045},{"id":"https://openalex.org/C2779721758","wikidata":"https://www.wikidata.org/wiki/Q400707","display_name":"Market manipulation","level":2,"score":0.6682628},{"id":"https://openalex.org/C2781251061","wikidata":"https://www.wikidata.org/wiki/Q5416089","display_name":"Evasion (ethics)","level":3,"score":0.63352895},{"id":"https://openalex.org/C2779803651","wikidata":"https://www.wikidata.org/wiki/Q5282088","display_name":"Discriminator","level":3,"score":0.6145578},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.5448617},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.51059943},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.47661987},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.46157655},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3795659},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.078075916},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C163258240","wikidata":"https://www.wikidata.org/wiki/Q25342","display_name":"Power (physics)","level":2,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C8891405","wikidata":"https://www.wikidata.org/wiki/Q1059","display_name":"Immune system","level":2,"score":0.0},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C94915269","wikidata":"https://www.wikidata.org/wiki/Q1834857","display_name":"Detector","level":2,"score":0.0},{"id":"https://openalex.org/C203014093","wikidata":"https://www.wikidata.org/wiki/Q101929","display_name":"Immunology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":true,"landing_page_url":"https://doi.org/10.24963/ijcai.2020/638","pdf_url":"https://www.ijcai.org/proceedings/2020/0638.pdf","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true}],"best_oa_location":{"is_oa":true,"landing_page_url":"https://doi.org/10.24963/ijcai.2020/638","pdf_url":"https://www.ijcai.org/proceedings/2020/0638.pdf","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/10","score":0.73,"display_name":"Reduced inequalities"}],"grants":[],"datasets":[],"versions":[],"referenced_works_count":22,"referenced_works":["https://openalex.org/W1754742701","https://openalex.org/W1945616565","https://openalex.org/W2095577883","https://openalex.org/W2130942839","https://openalex.org/W2157331557","https://openalex.org/W2193597694","https://openalex.org/W2593768305","https://openalex.org/W2750480045","https://openalex.org/W2767075075","https://openalex.org/W2806187986","https://openalex.org/W2808100210","https://openalex.org/W2891348164","https://openalex.org/W2902634305","https://openalex.org/W2907584873","https://openalex.org/W2962935454","https://openalex.org/W2963207607","https://openalex.org/W2963709863","https://openalex.org/W2987434780","https://openalex.org/W3033666611","https://openalex.org/W3125817955","https://openalex.org/W4289306372","https://openalex.org/W4320013936"],"related_works":["https://openalex.org/W4381885966","https://openalex.org/W4293320219","https://openalex.org/W4288256692","https://openalex.org/W4283584549","https://openalex.org/W3156863413","https://openalex.org/W2998859928","https://openalex.org/W2995777218","https://openalex.org/W2969399009","https://openalex.org/W2953246223","https://openalex.org/W2554314924"],"abstract_inverted_index":{"We":[0,88,104],"propose":[1],"an":[2,77],"adversarial":[3],"learning":[4],"framework":[5],"to":[6,17,27,41,47],"capture":[7],"the":[8,57,65,82,125,132,137,152],"evolving":[9],"game":[10],"between":[11],"a":[12,22,37,52,61,97,100,114,142],"regulator":[13],"who":[14,24],"develops":[15],"tools":[16],"detect":[18],"market":[19,116],"manipulation":[20,44,58,68,83,109,127,147],"and":[21,75,99,120],"manipulator":[23,98],"obfuscates":[25],"actions":[26],"evade":[28],"detection.":[29],"The":[30],"model":[31],"includes":[32],"three":[33],"main":[34],"parts:":[35],"(1)":[36],"generator":[38],"that":[39,63,80,112,149],"learns":[40],"adapt":[42],"original":[43,126],"order":[45,69,93,110],"streams":[46,70,94,111],"resemble":[48],"trading":[49,73],"patterns":[50,119],"of":[51,85,107,139,145,154],"normal":[53,72],"trader":[54],"while":[55],"preserving":[56],"intent;":[59],"(2)":[60],"discriminator":[62],"differentiates":[64],"adversarially":[66],"adapted":[67,86,108],"from":[71,124],"activities;":[74],"(3)":[76],"agent-based":[78],"simulator":[79],"evaluates":[81],"effect":[84],"outputs.":[87],"conduct":[89],"experiments":[90],"on":[91],"simulated":[92],"associated":[95],"with":[96],"market-making":[101],"agent":[102],"respectively.":[103],"show":[105],"examples":[106],"mimic":[113],"specified":[115],"maker's":[117],"quoting":[118],"appear":[121],"qualitatively":[122],"different":[123],"strategy":[128],"we":[129],"implemented":[130],"in":[131],"simulator.":[133],"These":[134],"results":[135],"demonstrate":[136],"possibility":[138],"automatically":[140],"generating":[141],"diverse":[143],"set":[144],"(unseen)":[146],"strategies":[148],"can":[150],"facilitate":[151],"training":[153],"more":[155],"robust":[156],"detection":[157],"algorithms.":[158]},"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W3034571736","counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1}],"updated_date":"2024-12-12T20:28:58.595191","created_date":"2020-06-19"}