There are many exciting topics of interest, for instance
Financial data representation
- Indicator extraction
- Microstructure behavior model
- Behavioral feature extraction
- Stream data model
- Coupled behavior model
- Group-based trading behavior
- Tick data model
- 'Exceptional' feature extraction
- Announcement feature extraction
- Web information
Financial data processing
- Tick data conversion
- Stream processing
- Complex sequence construction
- Dimension reduction
- Sampling
- Partition
- Summarization/aggregation
- Web information retrieval
- Web information summarization
Microstructure behavior analysis
- Microstructure behavior pattern
- Microstructure behavior exception
- Coupled behavior pattern
- Group behavior pattern
- Timeline-oriented behavior pattern
Trading pattern analysis
- Daily pattern analysis
- Pattern analysis during market opening
- Pattern analysis during market closing
- Pattern analysis during continuous market
- Price-based pattern analysis
- Volume-based pattern analysis
- Manipulation pattern analysis
- Pre-disclosure pattern analysis
Manipulation pattern analysis
- Price manipulation analysis
- Marking the close analysis
- Wash trading analysis
- Misleading trading analysis
- Short-term manipulation analysis
- Capping and pegging analysis
- Warehousing analysis
Associate analysis
- Associate account analysis
- Group trading analysis
- Cross-market analysis
Market prediction
- Closing price prediction
- Opening price prediction
- Index prediction
- Volume prediction
Trading strategy
- Backtesting
- Identification
- Optimization
- Integration
- Simulation
- Impact analysis
Trading agent
- Behavior analysis
- Coordination
- Negotiation
- Cooperation
- Competition
Impact and risk analysis
- Market impact modeling
- Behavior impact analysis
- Pattern cost modeling
- Pattern benefit modeling
- Market quality analysis
Market surveillance system
- Surveillance rule verification
- Surveillance system design
Evaluation and validation
- Technical performance analysis
- Business performance analysis
- Adaptive analysis
- Repeatability analysis
Market quality analysis
- Market quality analysis
- Surveillance quality evaluation
- Anti-short-term manipulation analysis
- Anti-insider trading analysis
