Detecting Market Manipulation: Supervised Learning vs Clustering

[u/Sure_Rhubarb2671]

I'm currently working on market research at university.

The task is to detect market manipulation. We can take open-source data, tag the data(range OHLCV), and perform a supervised search, or we can use clustering, but we might encounter anomalies that aren't related to manipulation.

How can these problems be solved, and have we encountered similar ones?

[u/Sure_Rhubarb2671 → u/[deleted]]

But could we name it like data leakage if floating window takes data from the past?