Detecting Informed Traders in Financial Markets

Abstract: Large financial institutions have access to critical financial news before the public. Is this fair? These institutional traders are informed to market-moving information before other traders. This talk will go over recently published research that seeks to level the playing field by identifying when informed trading occurs. We will discuss the importance of news as financial catalyst and the data analytics behind detecting informed trading.

About the Speaker:
Dr. Sean Mondesire is an Assistant Research Professor of Big Data Analytics and Cybersecurity at the University of Central Florida’s Institute of Simulation and Training. He has previously held software engineering, machine learning researcher, and professorial positions at the U.S. Army Research Laboratory, the private defense sector, and St. Thomas University. Sean’s specialties are in machine learning and big data analytics, specifically with evolutionary computation, high performance computing for human-focused training, and securing distributed peer-to-peer and cloud networks.