Financial surveillance technology alerts analysts to suspicious trading events. Our aim is to identify explainable false positives (e.g., caused by price-sensitive information in company news) and explainable true positives (e.g., caused by ramping in forums) by aligning these alerts with publicly available information. Our system aligns 99% of alerts, which will speed the analysts’ task by hel...

Financial surveillance is an interesting area after financial crisis in recent years. In this subject, important financial indices are monitored using control charts. Control chart is a powerful instrument for detecting assignable causes which is considerably developed in industrial and service environments. In this paper, a monitoring procedure based on Shewhart control chart is proposed to mo...

INTRODUCTION The American Society for Gastrointestinal Endoscopy (ASGE) has published a Preservation and Incorporation of Valuable Endoscopic Innovations (PIVI) statement on incorporating an imaging-guided surveillance protocol to replace the current practice of four-quadrant biopsies every two centimeters for Barrett's esophagus (BE) surveillance. We sought to determine if current gastroentero...

Stock data mining such as financial pairs mining is useful for trading supports and market surveillance. Financial pairs mining targets mining pair relationships between financial entities such as stocks and markets. This paper introduces a fuzzy genetic algorithm framework and strategies for discovering pair relationship in stock data such as in high dimensional trading data by considering use...

Electronic surveillance for healthcare-associated infections (HAIs) is increasingly widespread. This is driven by multiple factors: a greater burden on hospitals to provide surveillance data to state and national agencies, financial pressures to be more efficient with HAI surveillance, the desire for more objective comparisons between healthcare facilities, and the increasing amount of patient ...

This paper advances Multilevel Stochastic Dynamic Process (MSDP) models as a new framework for modelling nonstationary and nonlinear time series and complex systems, and discuss possible applications of MSDP models in global financial market analysis and surveillance. Both the discreteand continuous-time forms of MSDP models are constructed: Multilevel Structural Time Series (MSTS) with Unobser...

In this paper, an explanatory design theory for Financial Market Surveillance Systems is presented, which addresses both user requirements and regulatory demands. The identified general requirements and generated general components of the proposed design theory provides a theoretical foundation for design of implementation of highly flexible and real-time surveillance systems for capital markets.