Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution

arXiv:2608.05373 · q-fin.TR, cs.LG, q-fin.ST · Submitted 2026-08-05 · Read on arXiv

Alex Chen, Maria Hybinette

q-fin.TR, cs.LG, q-fin.ST

Submitted: 2026-08-05

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

AUC — 5× in this paper · explained in 2 episodes
Cosine Similarity — 4× in this paper · explained in 3 episodes
Reconstruction Error — 3× in this paper · explained in 2 episodes
Calibration — 2× in this paper · explained in 9 episodes
Explainability — 2× in this paper · explained in 4 episodes
Accuracy — 1× in this paper · explained in 1 episode
Benchmark — 1× in this paper · explained in 2 episodes
Consistency — 1× in this paper · explained in 3 episodes
Core — 1× in this paper · explained in 2 episodes
Decoupling — 1× in this paper · explained in 2 episodes
Eighth IEEE International Conference on Data Mining — 1× in this paper
Generalization — 1× in this paper · explained in 14 episodes
International Conference on AI in Finance — 1× in this paper
Long Short-Term Memory (LSTM) — 1× in this paper · explained in 2 episodes
Model-Agnostic — 1× in this paper · explained in 2 episodes
Representation Learning — 1× in this paper · explained in 3 episodes
Robustness — 1× in this paper · explained in 6 episodes
SHAP Values — 1× in this paper · explained in 4 episodes
Trace — 1× in this paper · explained in 2 episodes

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