计算机科学 ›› 2025, Vol. 52 ›› Issue (6A): 240700108-8.doi: 10.11896/jsjkx.240700108
刘成明, 李海霞, 李韶川, 李英豪
LIU Chengming, LI Haixia, LI Shaochuan, LI Yinghao
摘要： 股票市场是我国金融市场的重要组成部分,其稳定性影响着整个金融体系的稳定,其中的股票价格操纵一直是一个受到广泛关注的问题。现有检测模型的研究往往仅基于日间交易数据或日内交易数据,但股票操纵行为在短期和长期内都能产生影响,单一时间尺度的研究方法可能无法全面把握股票操纵的模式特征。文中提出一种基于多尺度数据的股票操纵检测集成模型,整合了使用分钟级和日级交易数据的子模型,以增强识别基于交易的股票操纵行为的能力。对比实验结果显示,所提出的使用了多尺度数据的模型在AUC、准确度、召回率、精确度等各项指标上均有较大的提升。
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