Una metodología para identificar operaciones alejadas en el mercado financiero

Abstract

A financial market is a place, physical or virtual, where financial assets are bought and sold. Financial assets are securities or accounting records that give the buyer the right to receive future income flows from the issuer or seller. These financial assets can be materialized through various financial instruments, such as bonds, stocks, and currencies.

In order to ensure the reliability of the market, regulatory entities request that each participating agent monitor and track for the identification and prevention of potential manipulative or fraudulent behavior by their operators. One of the criteria for such monitoring includes the identification of transactions executed at rates (or prices) far from the best rates (or prices) of reference or average trading rates (or prices). This motivates the development of this project, which, based on mathematical tools, proposes a methodology to identify such operations.