Time series contextual anomaly detection for detecting market manipulation in stock market
Why this work is in the frame
A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.
Bibliographic record
Abstract
Anomaly detection in time series is one of the fundamental issues in data mining that addresses various problems in different domains such as intrusion detection in computer networks, irregularity detection in healthcare sensory data and fraud detection in insurance or securities. Although, there has been extensive work on anomaly detection, majority of the techniques look for individual objects that are different from normal objects but do not take the temporal aspect of data into consideration. We are particularly interested in contextual outlier detection methods for time series that are applicable to fraud detection in securities. This has significant impacts on national and international securities markets. In this paper, we propose a prediction-based Contextual Anomaly Detection (CAD) method for complex time series that are not described through deterministic models. The proposed method improves the recall from 7% to 33% compared to kNN and Random Walk without compromising the precision.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it