แจ้งเอกสารไม่ครบถ้วน, ไม่ตรงกับชื่อเรื่อง หรือมีข้อผิดพลาดเกี่ยวกับเอกสาร ติดต่อที่นี่ ==>
หากไม่มีอีเมลผู้รับให้กรอก thailis-noc@uni.net.th
หากไม่มีอีเมลผู้รับให้กรอก thailis-noc@uni.net.th
Poj Tangamchit. A transformer model for stock price manipulation detection in the Stock Exchange of Thailand. (). King Mongkut's University of Technology North Bangkok. Central Library. : , 2022.
A transformer model for stock price manipulation detection in the Stock Exchange of Thailand
Name: Phakhawat Chullamonthon
Organization :
King Mongkuts University of Technology Thonburi. Control Systems and Instrumentation Engineering
Email :
phakhawat.chu@mail.kmutt.ac.th
Name: Poj Tangamchit
Organization :
King Mongkuts University of Technology Thonburi. Control Systems and Instrumentation Engineering
Email :
poj.tan@kmutt.ac.th
keyword:
Stock price manipulation
LCSH:
Machine learning
LCSH:
Artificial intelligence
LCSH:
Stock exchanges
-- Thailand
LCSH:
Securities fraud
Abstract:
Machine learning is effective in detecting stock manipulation because it can extract key characteristics from a wide variety of manipulation tactics. However, to keep up with sophisticated manipulators who constantly alter their strategies to avoid detection, both the model and data must be updated regularly.
This paper explored the effectiveness of the state-of-the-art Transformer model for detecting stock price manipulation. Data from the Stock Exchange of Thailand were used to train the model in a supervised manner. Various degrees of pump-and-dump patterns were synthesized and injected into the normal dataset for training.
The test set consisted of actual manipulation cases reported by the Securities and Exchange Commission (SEC) between 2004 and 2016. The proposed model successfully detected five out of six real manipulation cases prosecuted by the SEC while maintaining a low false-positive rate.
King Mongkut's University of Technology North Bangkok. Central Library
Address:
BANGKOK
Email:
library@kmutnb.ac.th
Created:
2022
Modified:
2026-05-21
Issued:
2026-05-21
บทความ/Article
application/pdf
BibliograpyCitation :
In Electrical Engineering/Electronics, Computer, Telecommunications and Information Technology (ECTI) Association, Thailand. 2022 19th International Conference on Electrical Engineering/Electronics, Computer, Telecommunications and Information Technology (ECTI-CON 2022) (1570793944). Bangkok : ECTI Association
eng
©copyrights King Mongkut's University of Technology North Bangkok
RightsAccess:
ใช้เวลา
0.03402 วินาที
Phakhawat Chullamonthon
| Title | Contributor | Type |
|---|---|---|
| A transformer model for stock price manipulation detection in the Stock Exchange of Thailand
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Phakhawat Chullamonthon;Poj Tangamchit | บทความ/Article |
Poj Tangamchit
| Title | Contributor | Type |
|---|---|---|
| Optical-based limit order book modelling using deep neural networks
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Pak Laowatanachai;Poj Tangamchit | บทความ/Article | |
| A transformer model for stock price manipulation detection in the Stock Exchange of Thailand
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Phakhawat Chullamonthon;Poj Tangamchit | บทความ/Article | |
| Stock price manipulation detection using an unsupervised transformers model
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Natchaya Suphasueb;Poj Tangamchit;Siravit Tachaprasopchai;Chansinee Mueangnu | บทความ/Article | |
| Peer group model for stock manipulation detection using unsupervised learning
มหาวิทยาลัยเทคโนโลยีพระจอมเกล้าพระนครเหนือ Thanonrut Jirathavari;Poj Tangamchit | บทความ/Article |