Solving modern crime in financial markets : analytics and case studies /: analytics and case studies. (2015)

• Record Type: Book
• Further Information: Note: Marius-Cristian Frunza.
• Authors: Frunza, Marius-Christian
• Contents: 1. Modern Financial Crime Innovation and Crime High Frequency Trading Commodities Markets Social Networks and Financial Crime Cryptocurrencies: a New Monetary Vehicle Assessment of the Link between the Betting Industry and Financial Crime 2. Forensic Statistics as an Investigation Tool (Theoretical Background) Truth: a Game of Probabilities Statistical Distributions Forecasting Distributions Genetic Algorithms Statistical Hypothesis Tests Non-parametric Techniques Fuzzy Methods Clustering Techniques Support Vector Machine Assessing the Accuracy of a Fraud Detection Mode Benford's Law 3. Investigation of Crime in Financial Markets (Empirical Studies with Applications in R) Structural Changes in Time Series Exploring Unstructured Data Reading the Balance Sheet of Financial Firms Fraud on the Market Theory Efficient Market Hypothesis Testing Market Prices and Trading Activity Order Book analysis Event Study 4. Case Studies (Applications in R) LIBOR Manipulation EURIBOR Manipulation The Madoff Case Enron - Worldcom Rating Agencies and Crises The FX Fixing Fix The Case of Greenhouse Gas Emissions Allowances Market 5. Preventing Crime and Preserving Markets’ Integrity Stronger Financial Regulation Pros and Cons? Efficient Frameworks for Financial Crime Surveillance Joint Structures for Tackling Financial Offense: Criminal Investigators and Market Regulators
• Publisher Details: Amsterdam : Academic Press
• Publication Date: 2015
• Extent: 1 online resource
• Subjects: 364.163; Securities fraud; Fraud investigation; Securities fraud -- Prevention
• Languages: English
• ISBNs: 9780128045329
• Related ISBNs: 9780128044940
• Notes: Note: Description based on CIP data; item not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.