SYSTEMS AND METHODS FOR DETECTING MARKET IRREGULARITIES

摘要

A system and method is provided for detecting market irregularities. Consistent with disclosed embodiments, a processing entity may receive securities prices over a first predetermined time period, the securities prices representing prices of at least a subset of securities within a particular market. The processing entity may compare securities price changes for a first security in the subset with securities price changes for every other security in the subset, and may determine a correlation between the first security and at least one other security in the subset based on the comparison of securities prices. Additionally, the processing entity may create a first network by associating the first security with each security in the subset determined to be correlated with the first security, and may compare the first network with one or more previously created networks to determine one or more market irregularities for the first security.

主权项

1. A computer system for detecting market irregularities within a securities market, comprising:
one or more memories storing instructions; and one or more processors configured to execute the instructions to perform:
receiving securities prices over a first predetermined time period, the securities prices representing prices of at least a subset of securities within a particular market;comparing securities price changes for a first security in the subset with securities price changes for every other security in the subset;determining a correlation between the first security and at least one other security in the subset based on the comparison of securities price changes;creating a first network by associating the first security with each security in the subset determined to be correlated with the first security; andcomparing the first network with one or more previously created networks to determine one or market irregularities for the first security.