Creating Test Data for Market Surveillance Systems with Embedded Machine Learning Algorithms

Market surveillance systems, used for monitoring and analysis of all transactions in the financial market, have gained importance since the latest financial crisis. Such systems are designed to detect market abuse behavior and prevent it. The latest approach to the development of such systems is to...

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Bibliographic Details
Main Authors: O. Moskaleva, A. Gromova
Format: Article
Language:English
Published: Ivannikov Institute for System Programming of the Russian Academy of Sciences 2018-10-01
Series:Труды Института системного программирования РАН
Subjects:
Online Access:https://ispranproceedings.elpub.ru/jour/article/view/327