David Diaz

Universidad de Chile - Escuela de Economia y Negocios

Universidad de Chile

Diagonal Paraguay 257

oficina 1102

Santiago, RM 0000

Chile

SCHOLARLY PAPERS

17

DOWNLOADS
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in Total Papers Downloads

2,091

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (17)

1.

Financial Markets Monitoring and Surveillance: A Quote Stuffing Case Study

Number of pages: 38 Posted: 25 Dec 2012 Last Revised: 26 Dec 2012
David Diaz and Babis Theodoulidis
Universidad de Chile - Escuela de Economia y Negocios and affiliation not provided to SSRN
Downloads 423 (69,300)
Citation 1

Abstract:

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high frequency trading, flash crash, quote stuffing, financial markets, market manipulation, fraud detection

2.

Social Network Metrics: The Boardex Case Study

Number of pages: 32 Posted: 03 Jun 2015
University of Manchester - Manchester Business School, affiliation not provided to SSRN and Universidad de Chile - Escuela de Economia y Negocios
Downloads 381 (78,354)
Citation 1

Abstract:

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social networks, metrics, Boardex, board interlock, SP1500

3.

Financial Markets and High Frequency Trading: An Information Management Perspective

Number of pages: 22 Posted: 21 Nov 2012 Last Revised: 25 Nov 2012
Babis Theodoulidis and David Diaz
affiliation not provided to SSRN and Universidad de Chile - Escuela de Economia y Negocios
Downloads 349 (86,815)
Citation 2

Abstract:

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financial markets, high frequency trading, MiFID, racing

4.

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

Number of pages: 9 Posted: 03 Mar 2010 Last Revised: 05 Dec 2010
Universidad de Chile - Escuela de Economia y Negocios, Cambridge University , affiliation not provided to SSRN and University of Manchester - Manchester Business School
Downloads 227 (137,001)
Citation 2

Abstract:

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

5.

Investigating Financial Fraud in High Frequency Trading: Context and Drivers

Number of pages: 33 Posted: 20 Dec 2011 Last Revised: 17 Sep 2014
University of Manchester, affiliation not provided to SSRN and Universidad de Chile - Escuela de Economia y Negocios
Downloads 197 (156,781)

Abstract:

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financial markets, high frequency trading, financial fraud, business intelligence, zero-duration quotes, zero duration oxymoron

6.

Analysis of the Baltic Exchange Dry Index Using Data Mining Techniques

Number of pages: 45 Posted: 03 Apr 2014
Babis Theodoulidis and David Diaz
affiliation not provided to SSRN and Universidad de Chile - Escuela de Economia y Negocios
Downloads 117 (241,648)

Abstract:

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Baltic Dry Index, Forecasting, Data Mining, Time Series, Decision Trees, Simulation, Montecarlo, Maritime Economics

7.

Social Networking Influence on Environmental and Corporate Performance

Number of pages: 30 Posted: 06 Oct 2012
Universidad de Chile - Escuela de Economia y Negocios, affiliation not provided to SSRN and University of Manchester - Manchester Business School
Downloads 100 (269,776)
Citation 1

Abstract:

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social networking, environmental performance, financial performance

8.

Cross-Border Challenges in Financial Markets Monitoring and Surveillance

Number of pages: 32 Posted: 10 Dec 2012 Last Revised: 23 Dec 2012
David Diaz and Babis Theodoulidis
Universidad de Chile - Escuela de Economia y Negocios and affiliation not provided to SSRN
Downloads 93 (282,766)

Abstract:

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financial markets, market manipulation, fraud detection, monitoring and surveillance, cross-border, social networks, data mining

9.

‘Carbon Footprint’ Innovation through Environmental Information Management

Number of pages: 11 Posted: 24 Dec 2010 Last Revised: 24 May 2014
affiliation not provided to SSRN, Universidad de Chile - Escuela de Economia y Negocios and Cambridge University
Downloads 86 (297,180)

Abstract:

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environmental information management, sustainability, carbon footprint, innovation, carbon management

10.

Call Centres of the Future: Issues and Perspectives

Number of pages: 40 Posted: 13 Jun 2010
affiliation not provided to SSRN, Manchester Business School, Universidad de Chile - Escuela de Economia y Negocios and University of Manchester - Manchester Business School
Downloads 78 (315,175)
Citation 1

Abstract:

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Innovation, Call Centre, Financial Services, Information Management

11.

Menos Co2! Better for the Business and Better from the Planet! (Gases de Efecto Invernadero, un Nuevo Activo)

Number of pages: 9 Posted: 26 Feb 2011 Last Revised: 25 Jun 2013
David Diaz and Carolina Campos
Universidad de Chile - Escuela de Economia y Negocios and SGS in Chile
Downloads 40 (431,968)

Abstract:

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Sustainability, Carbon Footprint, Carbon Management

12.

Customer Engagement in a Big Data World

Journal of Services Marketing (Forthcoming) , Northeastern U. D’Amore-McKim School of Business Research Paper No. 2897945, Gabelli School of Business, Fordham University Research Paper No. 2897945
Posted: 13 Jan 2017 Last Revised: 30 May 2017
University of Massachusetts, Fordham University - Gabelli School of Business, Northeastern University - D'Amore-McKim School of Business, Hanken School of Economics, Fordham University - Gabelli School of Business, University of Massachusetts Amherst - Department of Marketing, University of South Australia - School of Management, Universidad de Chile - Escuela de Economia y Negocios and affiliation not provided to SSRN

Abstract:

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Customer engagement, Big Data, value creation, data-driven engagement

13.

Innovación en Latinoamérica - Proyecto ENLACES

Posted: 10 Nov 2015
Department of Business, School of Economics and Business, Universidad de Chile, Universidad de Chile - Escuela de Economia y Negocios and Independent

Abstract:

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innovación, estrategia, latinoámerica, modelos de negocios

14.

ManSim: A Cross-Border HFT Financial Markets Simulator

Posted: 05 May 2013
Babis Theodoulidis and David Diaz
affiliation not provided to SSRN and Universidad de Chile - Escuela de Economia y Negocios

Abstract:

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financial markets, simulator, high frequency trading, cross-border, agent-based

15.

Forecasting Gold Price Changes: Rolling and Recursive Neural Network Models

Journal of Multinational Financial Management, Vol. 18, No. 5, pp. 477-487, 2008
Posted: 30 Jul 2011
Antonino Parisi, Franco Parisi and David Diaz
affiliation not provided to SSRN, University of Chile and Universidad de Chile - Escuela de Economia y Negocios

Abstract:

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Recursive operation; Rolling operation; Artificial neural networks

16.

Analysis of Stock Market Manipulations Using Knowledge Discovery Techniques Applied to Intraday Trade Prices

Expert Systems with Application Journal, Vol. 38, No. 10, pp 12757-12771
Posted: 02 Mar 2010 Last Revised: 22 Jun 2011
Universidad de Chile - Escuela de Economia y Negocios, affiliation not provided to SSRN and University of Manchester - Manchester Business School

Abstract:

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Stock Market Manipulation, Price Manipulation, Fraud Detection, Data Mining, Knowledge Discovery, Intraday Data

17.

'Stock-Touting' Through Spam E-Mails: A Data Mining Case Study

Journal of Manufacturing Technology Management, Vol. 22, No. 6, pp.770-787
Posted: 01 Mar 2010 Last Revised: 06 Aug 2014
Cambridge University , affiliation not provided to SSRN and Universidad de Chile - Escuela de Economia y Negocios

Abstract:

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Business Intelligence, Data Mining, Fraud Detection, Market Manipulation, Spam Emails