Financial Data Mining

Projects

• Pattern Discovery of Discriminating Behaviour Associated With Hidden Communities, for group-based manipulation
• Discovering Activity Patterns Driven by High Impacts in Heterogeneous and Imbalanced Data, for abnormal trading behavior analysis
• Domain-Driven Actionable Link Discovery, for linkage analysis in stock market
• Abnormal Behavior Analysis for Short-term Market Manipulation
• Microstructure behavior pattern and exception analysis
• Group-based manipulation analysis
• Surveillance rule evaluation and optimization
• Analytical market surveillance systems
• High impact trading pattern/chart analysis
• Market trading strategy back-testing and optimization
• Trading agents with cooperation and behavior learning
  

Selected Systems

• F-Trade: F-Trade is the abbreviation of a web-based system named Financial Trading Rule Automated Development and Evaluation, developed by the Financial Data Mining Group at UTS since 2003. More than 50 trading strategies have been developed and tested on multiple market data.
  
• Compliance Explorer: Combining the industry expertise of SMARTS Pty Ltd and the research and development skills of Capital Markets CRC Ltd (CMCRC), the world's first simultaneous, real-time cross-market surveillance system has been developed for compliance managers within broking firms. Accommodating international cross-market surveillance at a mouse click, the system is called Compliance Explorer.
• Instant Watch: Trapets Instant Watch is a system for market surveillance, with a web based interface. The system analyses a flow of transactions in real time, i.e. stock rates and trades from a stock market, and warns according to a configurable rule system.
• SMARTS platforms: Smarts Group provides a suite of interconnected applications, working seamlessly together. Our Market Integrity Platform provides a graphical and configurable overview of all aspects of market surveillance, and operations, and is useful for many other services.
• Thomas Murray: Thomas Murray acts as a global clearing house for risk related intelligence. A team of risk analysts collate and analyse market changes from over 200 data sources and distribute relevant and frequent surveillance e-mail flashes through the day, detailing news which impacts the global securities markets. The flashes cover changes which affects the Thomas Murray Capital Market Infrastructure Risk Ratings, Depository Risk Ratings and Securities Market Profiles and how it impacts risk exposures. The risk impact of each surveillance flash is confirmed with our sources, including contracted support banks globally, local market infrastructure entities, and other Thomas Murray clients.
• AWACS: Advanced Warning And Control System - handles all the critical elements of the surveillance process and provides a robust monitoring and warning mechanism. It is designed to protect the integrity of capital markets from fraud, manipulation and abusive practices and to foster open, competitive, and financially sound markets