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...

Decision tree learning is one of the most widely used and practical methods for inductive inference. A fundamental issue in decision tree inductive learning is the attribute selection measure at each non-terminal node of the tree. However, existing literatures have not taken both classification...

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...