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 :
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