Classification, Detection and Analysis of Investors and Traders in Financial Markets

Announcement Workshop Glossary

Objectives

• Defining, classifying and detecting investors and traders operating in financial markets based on their operations

• Analyzing the behavior of various agents

Phases

• Extensive web search about investor/trader types

• Classify and define various investor/trader types with reference to literature

• Analyze the herd behavior of investors in Borsa Istanbul

• Develop algorithms and codes to detect various investor/trader types from transaction data

• Analyze the market share of these agents intraday

• Determine their interactions

Team

• Cumhur Ekinci (Coordinator) - Istanbul Technical University

• Oğuz Ersan (Researcher) - Kadir Has University

• Nihan Dalgıç (PhD Assistant) - Yeditepe University

• Abdullah Kayacan (Part-time Undergraduate Assistant) - Istanbul Technical University

• Doğucan Tazegül (Part-time Undergraduate Assistant) - Istanbul Technical University

Dates

Dec 2017-June 2019

Financial Support

TUBITAK ARDEB 3001 (Project No 117K908)

Budget

TRY 94,490 (nearly USD 20,000)

Announcement

Announcement for scholarship

Workshop on Market Microstructure and Behavioral Finance (WMMBF)

Glossary of Investor and Trader Types