A Systematic Framework for the Analysis and Development of Financial Market Monitoring Systems

9 Pages Posted: 3 Mar 2010 Last revised: 5 Dec 2010

See all articles by David Diaz

David Diaz

Universidad de Chile - Escuela de Economia y Negocios

Mohamed Zaki

Cambridge Service Alliance- University of Cambridge ; Cambridge University

Babis Theodoulidis

affiliation not provided to SSRN

Pedro Sampaio

The University of Manchester - Manchester Business School

Date Written: March 1, 2010

Abstract

In this paper a systematic framework of market monitoring is introduced. The work articulates the current and potential characteristics of market monitoring systems, their components, information management flows and their interactions.

Keywords: Framework, Market Manipulation, Monitoring Systems, Stock Market Manipulation, Price Manipulation, Fraud Detection, Data Mining, Text Mining, Systems Architecture, Expert Systems Applications, Knowledge Discovery

JEL Classification: G, G10, G12, G18

Suggested Citation

Diaz, David and Zaki, Mohamed and Zaki, Mohamed and Theodoulidis, Babis and Sampaio, Pedro, A Systematic Framework for the Analysis and Development of Financial Market Monitoring Systems (March 1, 2010). Available at SSRN: https://ssrn.com/abstract=1561663 or http://dx.doi.org/10.2139/ssrn.1561663

David Diaz (Contact Author)

Universidad de Chile - Escuela de Economia y Negocios ( email )

Diagonal Paraguay 257
oficina 1102
Santiago, RM 0000
Chile
5629783373 (Phone)

Mohamed Zaki

Cambridge University ( email )

17 Charles Babbage road
Cambridge, CB3 0FS
United Kingdom

HOME PAGE: http://www.ifm.eng.cam.ac.uk/people/mehyz2/

Cambridge Service Alliance- University of Cambridge ( email )

17 Charles Babbage Road
Cambridge, CB3 0FS
United Kingdom

Babis Theodoulidis

affiliation not provided to SSRN

Pedro Sampaio

The University of Manchester - Manchester Business School ( email )

Booth Street East
Manchester, M15 6PB
United Kingdom

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