DocumentCode
2351778
Title
A Systematic Framework for the Analysis and Development of Financial Market Monitoring Systems
Author
Diaz, David ; Zaki, Mohamed ; Theodoulidis, Babis ; Sampaio, Pedro
Author_Institution
Manchester Bus. Sch., Univ. of Manchester, Manchester, UK
fYear
2011
fDate
March 29 2011-April 2 2011
Firstpage
145
Lastpage
153
Abstract
In this paper, a systematic framework of market monitoring is introduced. The paper discusses the need for the development of systematic approaches to market monitoring and reviews existing work. Furthermore, the paper articulates the current and potential characteristics of market monitoring systems, their components, information management flows and their interactions. The proposed framework is exemplified using an insider trading manipulation case study from the NASDAQ market.
Keywords
data mining; financial data processing; stock markets; NASDAQ market; financial market monitoring systems; information management flows; insider trading manipulation; systematic approaches; Data mining; Economics; Engines; Information management; Monitoring; Real time systems; Security; data mining; financial market monitoring; framework; knowledge discovery; market manipulations; text mining;
fLanguage
English
Publisher
ieee
Conference_Titel
SRII Global Conference (SRII), 2011 Annual
Conference_Location
San Jose, CA
Print_ISBN
978-1-61284-415-2
Electronic_ISBN
978-0-7695-4371-0
Type
conf
DOI
10.1109/SRII.2011.27
Filename
5958083
Link To Document