Database Reference
In-Depth Information
Chapter 10
Recent Advances of Exception
Mining in Stock Market
Chao Luo
University of Technology, Sydney, Australia
Yanchang Zhao
University of Technology, Sydney, Australia
Dan Luo
University of Technology, Sydney, Australia
Yuming Ou
University of Technology, Sydney, Australia
Li Liu
University of Technology, Sydney, Australia
ABStrAct
This chapter aims to provide a comprehensive survey of the current advanced technologies of exception
mining in stock market. The stock market surveillance is to identify market anomalies so as to provide
a fair and efficient trading platform. The technologies of market surveillance developed from simple
statistical rules to more advanced technologies, such as data mining and artificial intelligent. This
chapter provides the basic concepts of exception mining in stock market. Then the recent advances of
exception mining in this domain are presented and the key issues are discussed. The advantages and
disadvantages of the advanced technologies are analyzed. Furthermore, our model of OMM (Outlier
Mining on Multiple time series) is introduced. Finally, this chapter points out the future research direc-
tions and related issues in reality.
IntroductIon
an important part of the economic activities all over
the world. The transaction volume of stocks keeps
increasing significantly all the time. However,
there are some illegal behaviors which impair the
development of stock market, and some people try to
maximize their profit by breaking the rules of stock
Stock market is a place where buyer and seller trade
for company stock and derivatives. It has become
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