A Systematic framework for the analysis and development of financial market monitoring systems

David Diaz; Mohamed Zaki; Babis Theodoulidis; Pedro Sampaio

doi:10.1109/SRII.2011.27

A Systematic framework for the analysis and development of financial market monitoring systems

David Diaz, Mohamed Zaki, Babis Theodoulidis, Pedro Sampaio

MSM Service Systems

Research output: Chapter in Book/Conference proceeding › Conference contribution › peer-review

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. © 2011 IEEE.

Original language	English
Title of host publication	Proceedings - 2011 Annual SRII Global Conference, SRII 2011\|Proc. - Annu. SRII Global Conf., SRII
Place of Publication	USA
Publisher	SRII
Pages	145-153
Number of pages	8
ISBN (Print)	9780769543710
DOIs	https://doi.org/10.1109/SRII.2011.27
Publication status	Published - 2011
Event	2011 Annual SRII Global Conference, SRII 2011 - San Jose, CA Duration: 1 Jul 2011 → …

Conference

Conference	2011 Annual SRII Global Conference, SRII 2011
City	San Jose, CA
Period	1/07/11 → …

Keywords

Data mining
Financial market monitoring
Framework
Knowledge discovery
Market manipulations
Text mining

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

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10.1109/SRII.2011.27

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title = "A Systematic framework for the analysis and development of financial market monitoring systems",

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. {\textcopyright} 2011 IEEE.",

keywords = "Data mining, Financial market monitoring, Framework, Knowledge discovery, Market manipulations, Text mining",

author = "David Diaz and Mohamed Zaki and Babis Theodoulidis and Pedro Sampaio",

year = "2011",

doi = "10.1109/SRII.2011.27",

language = "English",

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pages = "145--153",

booktitle = "Proceedings - 2011 Annual SRII Global Conference, SRII 2011|Proc. - Annu. SRII Global Conf., SRII",

publisher = "SRII",

address = "United States",

note = "2011 Annual SRII Global Conference, SRII 2011 ; Conference date: 01-07-2011",

}

Diaz, D, Zaki, M, Theodoulidis, B & Sampaio, P 2011, A Systematic framework for the analysis and development of financial market monitoring systems. in Proceedings - 2011 Annual SRII Global Conference, SRII 2011|Proc. - Annu. SRII Global Conf., SRII. SRII, USA, pp. 145-153, 2011 Annual SRII Global Conference, SRII 2011, San Jose, CA, 1/07/11. https://doi.org/10.1109/SRII.2011.27

A Systematic framework for the analysis and development of financial market monitoring systems. / Diaz, David; Zaki, Mohamed; Theodoulidis, Babis et al.
Proceedings - 2011 Annual SRII Global Conference, SRII 2011|Proc. - Annu. SRII Global Conf., SRII. USA: SRII, 2011. p. 145-153.

Research output: Chapter in Book/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - A Systematic framework for the analysis and development of financial market monitoring systems

AU - Diaz, David

AU - Zaki, Mohamed

AU - Theodoulidis, Babis

AU - Sampaio, Pedro

PY - 2011

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N2 - 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. © 2011 IEEE.

AB - 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. © 2011 IEEE.

KW - Data mining

KW - Financial market monitoring

KW - Framework

KW - Knowledge discovery

KW - Market manipulations

KW - Text mining

U2 - 10.1109/SRII.2011.27

DO - 10.1109/SRII.2011.27

M3 - Conference contribution

SN - 9780769543710

SP - 145

EP - 153

BT - Proceedings - 2011 Annual SRII Global Conference, SRII 2011|Proc. - Annu. SRII Global Conf., SRII

PB - SRII

CY - USA

T2 - 2011 Annual SRII Global Conference, SRII 2011

Y2 - 1 July 2011

ER -

A Systematic framework for the analysis and development of financial market monitoring systems

Abstract

Conference

Keywords

UN SDGs

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