Possibilities of preventing manipulative transactions on the stock market in the conditions of new industrialization

DOI

10.2991/sicni-18.2019.31How to use a DOI?

Keywords

manipulative transaction, stock market, market abuse, financial technology, new industrialization, k-nearest neighbor algorithm, regulation

Abstract

The term “manipulative trade” does not reflect current challenges and requires constant adaptation. The article proposes to focus on detailing and suppressing a certain list of manipulative practices, based on the damage they cause. The object of the research is the manipulative transactions in the stock market, and the subject of the research is the methods of identifying manipulative transactions in the Russian stock market. The purpose of this study is the development of specific proposals and the selection of statistical methods relevant for the Russian stock market in the conditions of new industrialization to improve the current system of state control aimed at identifying various types and methods of manipulative trading in the stock market. The practical relevance of the study consists in the creation and testing in real conditions of the Russian stock market of a statistical machine algorithm based on the k-nearest neighbor algorithm, which can identify non-standard trading operations. The article presents statistical information reflecting the dynamics of the individual properties of the Russian stock market.

Copyright

© 2019, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Alena Zaborovskaya
AU  - Vyacheslav Zaborovskiy
AU  - Konstantin Pletnev
PY  - 2019/01
DA  - 2019/01
TI  - Possibilities of preventing manipulative transactions on the stock market in the conditions of new industrialization
BT  - Proceedings of the 2nd International Scientific conference on New Industrialization: Global, national, regional dimension (SICNI 2018)
PB  - Atlantis Press
SP  - 154
EP  - 160
SN  - 2352-5398
UR  - https://doi.org/10.2991/sicni-18.2019.31
DO  - 10.2991/sicni-18.2019.31
ID  - Zaborovskaya2019/01
ER  -