Developing An Effective Model For Detecting Trade Based Market Manipulation
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Developing an Effective Model for Detecting Trade-Based Market Manipulation by Jose Joy Thoppan,M. Punniyamoorthy,K. Ganesh,Sanjay Mohapatra Pdf
Developing an Effective Model for Detecting Trade-Based Market Manipulation determines an appropriate model to help identify stocks witnessing activities that are indicative of potential manipulation through three separate but related studies.
Developing an Effective Model for Detecting Trade-Based Market Manipulation by Jose Joy Thoppan,M. Punniyamoorthy,K. Ganesh,Sanjay Mohapatra Pdf
Developing an Effective Model for Detecting Trade-Based Market Manipulation determines an appropriate model to help identify stocks witnessing activities that are indicative of potential manipulation through three separate but related studies.
Insider Trading and Market Manipulation by Janet Austin Pdf
This book explores how the globalization of securities markets has affected market manipulation and insider trading. It delves into the responses of securities regulators, discussing new regulations designed to deter such misconduct, as well as they ways in which detection, investigation and prosecution techniques are adapting to tackle insider trading and market manipulation that crosses international boundaries.
Geo-Spatial Knowledge and Intelligence by Hanning Yuan,Jing Geng,Fuling Bian Pdf
The two volume proceedings of CCIS 698 and 699 constitutes revised selected papers from the 4th International Conference on Geo-Informatics in Resource Management and Sustainable Ecosystem, GRMSE 2016, held in Hong Kong, China, in November 2016. The total of 118 papers presented in these proceedings were carefully reviewed and selected from 311 submissions. The contributions were organized in topical sections named: smart city in resource management and sustainable ecosystem; spatial data acquisition through RS and GIS in resource management and sustainable ecosystem; ecological and environmental data processing and management; advanced geospatial model and analysis for understanding ecological and environmental processes; applications of geo-informatics in resource management and sustainable ecosystem.
The Little Book of Market Manipulation by Gregory J Durston,Ailsa McKeon Pdf
Market manipulation comes in many forms. For a wrong that some say started life with groups of men dressed in Bourbon uniforms spreading false information in cod French accents, the speed of change has accelerated dramatically in the modern era, via the Internet, novel forms of electronic communication, ultra-fast computer-generated trading, new types of financial instruments, and increased globalisation. This means that opportunities for carrying-out new forms of manipulation now exist on an exponential scale. Looks at the mechanisms, criminal and civil, to confront market manipulation, its enforcement regimes, legal and evidential rules and potential loopholes. Shows how every individual involved in market transactions can fall foul of the law if they do not ensure integrity in their dealings. The ‘tricks’ used by those seeking to benefit from this special category of fraud and the relationship of dedicated provisions to the general law is outlined, with key statutory provisions set out in an appendix. A valuable accompaniment to The Little Book of Insider Dealing (Waterside Press, 2018). An invaluable pocket guide and law primer. An essential guide for investors. With practical examples and decided cases. An up-to-date treatment of a fast-moving topic. Describes both criminal and regulatory regimes. Contents include Forms of Market Manipulation; Suspicion, Identification, Detection and Investigation; Obligations and Enforcement; Criminal Offences, Defences and Punishment; Regulatory Provisions and Penalties; Evidence; Acronyms; Select Bibliography; Key Statutory Provisions and Index.
Machine Learning for Algorithmic Trading by Stefan Jansen Pdf
Leverage machine learning to design and back-test automated trading strategies for real-world markets using pandas, TA-Lib, scikit-learn, LightGBM, SpaCy, Gensim, TensorFlow 2, Zipline, backtrader, Alphalens, and pyfolio. Purchase of the print or Kindle book includes a free eBook in the PDF format. Key FeaturesDesign, train, and evaluate machine learning algorithms that underpin automated trading strategiesCreate a research and strategy development process to apply predictive modeling to trading decisionsLeverage NLP and deep learning to extract tradeable signals from market and alternative dataBook Description The explosive growth of digital data has boosted the demand for expertise in trading strategies that use machine learning (ML). This revised and expanded second edition enables you to build and evaluate sophisticated supervised, unsupervised, and reinforcement learning models. This book introduces end-to-end machine learning for the trading workflow, from the idea and feature engineering to model optimization, strategy design, and backtesting. It illustrates this by using examples ranging from linear models and tree-based ensembles to deep-learning techniques from cutting edge research. This edition shows how to work with market, fundamental, and alternative data, such as tick data, minute and daily bars, SEC filings, earnings call transcripts, financial news, or satellite images to generate tradeable signals. It illustrates how to engineer financial features or alpha factors that enable an ML model to predict returns from price data for US and international stocks and ETFs. It also shows how to assess the signal content of new features using Alphalens and SHAP values and includes a new appendix with over one hundred alpha factor examples. By the end, you will be proficient in translating ML model predictions into a trading strategy that operates at daily or intraday horizons, and in evaluating its performance. What you will learnLeverage market, fundamental, and alternative text and image dataResearch and evaluate alpha factors using statistics, Alphalens, and SHAP valuesImplement machine learning techniques to solve investment and trading problemsBacktest and evaluate trading strategies based on machine learning using Zipline and BacktraderOptimize portfolio risk and performance analysis using pandas, NumPy, and pyfolioCreate a pairs trading strategy based on cointegration for US equities and ETFsTrain a gradient boosting model to predict intraday returns using AlgoSeek's high-quality trades and quotes dataWho this book is for If you are a data analyst, data scientist, Python developer, investment analyst, or portfolio manager interested in getting hands-on machine learning knowledge for trading, this book is for you. This book is for you if you want to learn how to extract value from a diverse set of data sources using machine learning to design your own systematic trading strategies. Some understanding of Python and machine learning techniques is required.
What is Market Manipulation? by Andri Fannar Bergþórsson Pdf
In What Is Market manipulation? Dr. Andri Fannar Bergþórsson offers unique insight to and an interpretation of the concept of market manipulation as described in the 2014 Market Abuse Regulation (MAR) from the European Union.
The Economics, Law, and Public Policy of Market Power Manipulation by S. Craig Pirrong Pdf
Deterrence of market manipulation is central to the entire regulatory and legal framework governing the operation of American commodity futures markets. However, despite all of the regulatory, scholarly, and legal scrutiny of market manipulation, the subject is widely misunderstood. Federal commodity and securities laws prohibit manipulation, but do not define it. Scholarly research has failed to analyze adequately the causes or effects of manipulation, and the relevant judicial decisions are confused, confusing, and contradictory. The aim of this book is to illuminate the process of market manipulation by presenting a rigorous economic analysis of this phenomenon, including the conditions that facilitate it and its effects on market users and others. The conclusions of this analysis are used to examine critically some legal and regulatory anti-manipulation policies. The Economics, Law and Public Policy of Market Power Manipulation concludes with a set of robust and realistic tests that regulators and jurists can apply to detect and deter manipulation.
Corruption and Fraud in Financial Markets by Carol Alexander,Douglas Cumming Pdf
Identifying malpractice and misconduct should be top priority for financial risk managers today Corruption and Fraud in Financial Markets identifies potential issues surrounding all types of fraud, misconduct, price/volume manipulation and other forms of malpractice. Chapters cover detection, prevention and regulation of corruption and fraud within different financial markets. Written by experts at the forefront of finance and risk management, this book details the many practices that bring potentially devastating consequences, including insider trading, bribery, false disclosure, frontrunning, options backdating, and improper execution or broker-agency relationships. Informed but corrupt traders manipulate prices in dark pools run by investment banks, using anonymous deals to move prices in their own favour, extracting value from ordinary investors time and time again. Strategies such as wash, ladder and spoofing trades are rife, even on regulated exchanges – and in unregulated cryptocurrency exchanges one can even see these manipulative quotes happening real-time in the limit order book. More generally, financial market misconduct and fraud affects about 15 percent of publicly listed companies each year and the resulting fines can devastate an organisation's budget and initiate a tailspin from which it may never recover. This book gives you a deeper understanding of all these issues to help prevent you and your company from falling victim to unethical practices. Learn about the different types of corruption and fraud and where they may be hiding in your organisation Identify improper relationships and conflicts of interest before they become a problem Understand the regulations surrounding market misconduct, and how they affect your firm Prevent budget-breaking fines and other potentially catastrophic consequences Since the LIBOR scandal, many major banks have been fined billions of dollars for manipulation of prices, exchange rates and interest rates. Headline cases aside, misconduct and fraud is uncomfortably prevalent in a large number of financial firms; it can exist in a wide variety of forms, with practices in multiple departments, making self-governance complex. Corruption and Fraud in Financial Markets is a comprehensive guide to identifying and stopping potential problems before they reach the level of finable misconduct.
A Convicted Stock Manipulators Guide to Investing by Marino Specogna Pdf
Marino Specogna is a convicted stock market manipulator who exposes in a straight forward manner the deceptive techniques used by manipulators and traders to scam your hard earned dollars. The book goes into detail on the factors an individual investing in the stock market should be alerted to, to avoid being scammed. Included in the book are details on company share structure, tricks of manipulators and crooks on how to create share positions, facts never before disclosed in written form. After reading the book an individual will know how a scam deal is initiated, how the scam is furthered and how the manipulator manipulates a stock. The methods of a manipulator are exposed and can be detected by the reader in real time deals currently trading. This book may reveal methods that shock you and will leave you shaking your head in disbelief for a long time to come.
New Dimensions of Information Warfare by Roberto Di Pietro,Simone Raponi,Maurantonio Caprolu,Stefano Cresci Pdf
This book revises the strategic objectives of Information Warfare, interpreting them according to the modern canons of information age, focusing on the fabric of society, the economy, and critical Infrastructures. The authors build plausible detailed real-world scenarios for each entity, showing the related possible threats from the Information Warfare point of view. In addition, the authors dive into the description of the still open problems, especially when it comes to critical infrastructures, and the countermeasures that can be implemented, possibly inspiring further research in the domain. This book intends to provide a conceptual framework and a methodological guide, enriched with vivid and compelling use cases for the readers (e.g. technologists, academicians, military, government) interested in what Information Warfare really means, when its lenses are applied to current technology. Without sacrificing accuracy, rigor and, most importantly, the big picture of Information Warfare, this book dives into several relevant and up-to-date critical domains. The authors illustrate how finance (an always green target of Information Warfare) is intertwined with Social Media, and how an opponent could exploit these latter ones to reach its objectives. Also, how cryptocurrencies are going to reshape the economy, and the risks involved by this paradigm shift. Even more compelling is how the very fabric of society is going to be reshaped by technology, for instance how our democratic elections are exposed to risks that are even greater than what appears in the current public discussions. Not to mention how our Critical Infrastructure is becoming exposed to a series of novel threats, ranging from state-supported malware to drones. A detailed discussion of possible countermeasures and what the open issues are for each of the highlighted threats complete this book. This book targets a widespread audience that includes researchers and advanced level students studying and working in computer science with a focus on security. Military officers, government officials and professionals working in this field will also find this book useful as a reference.
Powering the Digital Economy: Opportunities and Risks of Artificial Intelligence in Finance by El Bachir Boukherouaa,Mr. Ghiath Shabsigh,Khaled AlAjmi,Jose Deodoro,Aquiles Farias,Ebru S Iskender,Mr. Alin T Mirestean,Rangachary Ravikumar Pdf
This paper discusses the impact of the rapid adoption of artificial intelligence (AI) and machine learning (ML) in the financial sector. It highlights the benefits these technologies bring in terms of financial deepening and efficiency, while raising concerns about its potential in widening the digital divide between advanced and developing economies. The paper advances the discussion on the impact of this technology by distilling and categorizing the unique risks that it could pose to the integrity and stability of the financial system, policy challenges, and potential regulatory approaches. The evolving nature of this technology and its application in finance means that the full extent of its strengths and weaknesses is yet to be fully understood. Given the risk of unexpected pitfalls, countries will need to strengthen prudential oversight.
United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs. Subcommittee on International Trade and Finance
Author : United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs. Subcommittee on International Trade and Finance Publisher : Unknown Page : 40 pages File Size : 45,8 Mb Release : 2007 Category : Business & Economics ISBN : PSU:000061490338
Growth and Development of the Derivatives Market by United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs. Subcommittee on International Trade and Finance Pdf
United States. Congress. House. Committee on Appropriations. Subcommittee on Agriculture, Rural Development, Food and Drug Administration, and Related Agencies
Author : United States. Congress. House. Committee on Appropriations. Subcommittee on Agriculture, Rural Development, Food and Drug Administration, and Related Agencies Publisher : Unknown Page : 1548 pages File Size : 53,5 Mb Release : 2006 Category : Political Science ISBN : MINN:31951D02533404J
Agriculture, Rural Development, Food and Drug Administration, and Related Agencies Appropriations for 2003: Agricultural programs by United States. Congress. House. Committee on Appropriations. Subcommittee on Agriculture, Rural Development, Food and Drug Administration, and Related Agencies Pdf