Classification, Detection and Analysis of Investors and Traders in Financial Markets
Objectives
Defining, classifying and detecting investors and traders operating in financial markets based on their operations
Analyze 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)
Oğuz Ersan (Researcher)
Nihan Dalgıç (PhD Assistant)
Abdullah Kayacan (Undergraduate Assistant)
Doğucan Tazegül (Undergraduate Assistant)
Dates
Dec 2017-June 2019
Financial Support
TUBITAK ARDEB 3001 (Project No 117K908)
Budget
TRY 94,490 (nearly USD 20,000)
Announcement for scholarship