CCSR Project - TRADENET

We are interested in modeling the traders behavior by applying the concepts from social network analysis. Our aim is to develop a social network based model and suggest the application of the model for early detection mechanism for insider trading in financial markets. We combine social detection theory with social network methods to show the application of this theory and methods for detecting insider trading in financial markets. We are analysing trading behavior data from CMCRC for exploring different types of social networks structures and apply different network measures (i.e., in, out, closeness, betweenness, degree of centralisation) to find patterns of investment behavior of the traders. We try to detect the formation of trader network and identify whether there are evidence of price fixing behavior. Our specific projects in this are are as follows:

  1. Exploring Market Transparency And Traders' Behavior through Social Networks
  2. Exploring Traders Performance in Financial Market
  3. Studying Insider Trading and Price Fixing behavior through Social Networks