Trading agent concept is very useful for tradingstrategy design and market mechanism design. In thispaper, we introduce the use of trading agent for marketsurveillance. Market surveillance agents can bedeveloped for market surveillance officers andmanagement teams to present them alerts and...

Market Surveillance plays important mechanism roles in constructing market models. From data analysis perspective, we view it valuable for smart trading in designing legal and profitable trading strategies and smart regulation in maintaining market integrity, transparency and fairness. The...

Market Surveillance plays an important role in maintaining market integrity, transparency and fairnesss. The existing trading pattern analysis only focuses on interday data which discloses explicit and high-level market dynamics. In the mean time, the existing market surveillance systems are...

Recently, a new data mining methodology, Domain Driven Data Mining (D3M), has been developed. On top of data-centered pattern mining, D3M generally targets the actionable knowledge discovery under domain-specific circumstances. It strongly appreciates the involvement of domain intelligence in...

In stock market, the key surveillance function is identifying market anomalies, such as insider trading and market manipulation, to provide a fair and efficient trading platform [2,6]. Insider trading refers to the trades on privileged information unavailable to the public [8]. Market...