Protecting Retail Investors from Order Book Spoofing using a GRU-based Detection Model
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- John M. Griffin & Amin Shams, 2020. "Is Bitcoin Really Untethered?," Journal of Finance, American Finance Association, vol. 75(4), pages 1913-1964, August.
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- Haochen Li & Maria Polukarova & Carmine Ventre, 2023. "Detecting Financial Market Manipulation with Statistical Physics Tools," Papers 2308.08683, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2021-10-18 (Central and Western Asia)
- NEP-MST-2021-10-18 (Market Microstructure)
- NEP-PAY-2021-10-18 (Payment Systems and Financial Technology)
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