相关论文: Profit and loss manipulations by online trading br…

Traders buy and sell financial instruments in hopes of making profit, and brokers are responsible for the transaction. There are several hypotheses and conspiracy theories arguing that in some situations, brokers want their traders to lose…

Order matching systems form the backbone of modern equity exchanges, used by millions of investors daily. Thus, their operation is strictly controlled through numerous regulatory directives to ensure that markets are fair and transparent.…

Prospect theory is widely viewed as the best available descriptive model of how people evaluate risk in experimental settings. According to prospect theory, people are risk-averse with respect to gains and risk-seeking with respect to…

Manipulation is an important issue for both developed and emerging stock markets. For the study of manipulation, it is critical to analyze investor behavior in the stock market. In this paper, an analysis of the full transaction records of…

Electronic payment platforms are estimated to process billions oftransactions daily, with the cumulative value of these transactionspotentially reaching into the trillions. Even a minor error within thishigh-volume environment could…

Market manipulation is a strategy used by traders to alter the price of financial securities. One type of manipulation is based on the process of buying or selling assets by using several trading strategies, among them spoofing is a popular…

NFTs (Non-Fungible Tokens) have seen significant growth since they first captured public attention in 2021. However, the NFT market is plagued by fake transactions and economic bubbles, e.g., NFT wash trading. Wash trading typically refers…

In recent years, machine learning has become prevalent in numerous tasks, including algorithmic trading. Stock market traders utilize machine learning models to predict the market's behavior and execute an investment strategy accordingly.…

Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

We study strategic interactions in a broker-mediated market in which agents learn and exploit each other's private information. A broker provides liquidity to an informed trader and to noise traders while managing inventory in a lit market.…

The e-commerce share in the global retail spend is showing a steady increase over the years indicating an evident shift of consumer attention from bricks and mortar to clicks in retail sector. In recent years, online marketplaces have…

Although there is a wide use of technical trading rules in stock markets, the profitability of them still remains controversial. This paper first presents and proves the upper bound of cumulative return, and then introduces many of…

This paper develops a dynamic internal fraud model for operational losses in retail banking. It considers public operational losses arising from internal fraud in retail banking within a group of international banks. Additionally, the model…

Electronic trading markets have evolved rapidly with continued adoption of new technologies and growing in-formation acquisition and processing capabilities. Traditional perspectives on trading performance adopted a mono-lithic view of…

The Non-Fungible-Token (NFT) market has experienced explosive growth in recent years. According to DappRadar, the total transaction volume on OpenSea, the largest NFT marketplace, reached 34.7 billion dollars in February 2023. However, the…

We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a…

In the faceless world of the Internet,online fraud is one of the greatest reasons of loss for web merchants.Advanced solutions are needed to protect e businesses from the constant problems of fraud.Many popular fraud detection algorithms…

This article examines the evolving landscape of artificial intelligence (AI) regulation in financial services, detailing the legal frameworks and compliance challenges posed by rapid technological adoption. By reviewing current legislation,…

We investigate the performance of dynamic portfolios constructed using more than 21,000 technical trading rules on 12 categorical and country-specific markets over the 2004-2015 study period, on rolling forward structures of different…

Existing studies on crypto wash trading often use indirect statistical methods or leaked private data, both with inherent limitations. This paper leverages public on-chain NFT data for a more direct and granular estimation. Analyzing three…