Brief Discussion on Scenes and Strategies in Capital Markets Manipulation Detection: From Influence Diffusion Perspectives

Abstract: In capital market, earlier detection of the influential entities can be beneficial to both market investors’ and regulators’ decision making, those whose change can significantly affect the whole trend of the related ones. Meanwhile, market manipulation in capital markets is a serious concern, encompassing tactics like pump and dump, market cornering, spoofing, and wash trading, which disrupt market fairness and erode investor trust. Market manipulation encompasses a range of activities designed to artificially influence the price or trading volume. By leveraging both information behavior data(stock news opinion/volume) and business behavior(stock trading price/volume), together with trade patterns and communication channels, several herding based manipulation scenes and detection models are discussed and proposed.