by Lee Yue, Wefield. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 105-111). / Abstracts in English and Chinese. / Abstract --- p.I / Abstract (Chinese) --- p.II / Acknowledgement --- p.III / Table of Content --- p.IV / List of Figures --- p.VII / List of Tables --- p.VIII / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Background --- p.1 / Chapter 1.2 --- Motivation --- p.2 / Chapter 1.3 --- Organization --- p.4 / Chapter 2 --- Literature Review --- p.5 / Chapter 2.1 --- Market Monitoring --- p.5 / Chapter 2.1.1 --- Regulatory Framework --- p.5 / Chapter 2.1.2 --- Surveillance Technology --- p.6 / Chapter 2.2 --- Cross Market Relationship --- p.7 / Chapter 2.3 --- Knowledge Management --- p.9 / Chapter 2.3.1 --- From Data and Information to Knowledge --- p.9 / Chapter 2.3.2 --- From Knowledge to Knowledge Management --- p.10 / Chapter 3 --- Market Activities and Market Surveillance --- p.13 / Chapter 3.1 --- Overview of Market Structure --- p.13 / Chapter 3.1.1 --- Monetary Market --- p.13 / Chapter 3.1.2 --- Stock and its Derivatives Market --- p.14 / Chapter 3.1.3 --- Futures --- p.19 / Chapter 3.2 --- Cross-Market Activities and Manipulation --- p.20 / Chapter 3.3 --- Monitoring and Surveillance --- p.22 / Chapter 3.4 --- Stock Monitoring Systems --- p.23 / Chapter 4 --- Financial Knowledge Management (FKM) Model --- p.27 / Chapter 4.1 --- Introduction --- p.27 / Chapter 4.2 --- Knowledge Management cycle --- p.28 / Chapter 4.2.1 --- Information Collection --- p.29 / Chapter 4.2.2 --- Information Storage --- p.29 / Chapter 4.2.3 --- Knowledge Generation --- p.30 / Chapter 4.2.4 --- Knowledge Dissemination --- p.30 / Chapter 4.3 --- The 4 levels of FKM --- p.31 / Chapter 5 --- Level 1: Range Detection --- p.32 / Chapter 5.1 --- Basic idea --- p.32 / Chapter 5.2 --- Detection cycle --- p.32 / Chapter 5.3 --- Mathematical Model --- p.32 / Chapter 5.4 --- Knowledge generation --- p.34 / Chapter 6 --- Level 2: Momentum Detection --- p.36 / Chapter 6.1 --- Basic idea --- p.36 / Chapter 6.2 --- Detection cycle --- p.36 / Chapter 6.3 --- Mathematical Model --- p.37 / Chapter 6.4 --- Knowledge generation --- p.38 / Chapter 7 --- Level 3: Case Detection --- p.40 / Chapter 7.1 --- Basic Idea --- p.40 / Chapter 7.2 --- Technical Analysis --- p.40 / Chapter 7.3 --- Details and Characteristics of Chart Patterns --- p.41 / Chapter 7.3.1 --- Continuation and Reversal Patterns --- p.41 / Chapter 7.3.2 --- Bar Charts --- p.42 / Chapter 7.3.3 --- Different Patterns --- p.42 / Chapter 7.4 --- Mathematical Model --- p.54 / Chapter 7.4.1 --- Smoothing of Data 一 Exponential Smoothing --- p.55 / Chapter 7.4.2 --- Recognition of Different Patterns --- p.57 / Chapter 7.4.3 --- Detection Cycle --- p.59 / Chapter 7.5 --- Knowledge generation --- p.60 / Chapter 8 --- Level 4: Scenario Detection --- p.62 / Chapter 8.1 --- Basic idea --- p.62 / Chapter 8.2 --- Detection cycle --- p.65 / Chapter 8.2.1 --- RETRIEVE --- p.66 / Chapter 8.2.2 --- REUSE --- p.75 / Chapter 8.2.3 --- REVISE --- p.76 / Chapter 8.2.4 --- RETAIN --- p.82 / Chapter 8.3 --- Knowledge Generation --- p.82 / Chapter 9 --- Experiments and Research Findings --- p.85 / Chapter 9.1 --- Experiments on Monitoring and Detection --- p.85 / Chapter 9.1.1 --- Precision and Recall --- p.85 / Chapter 9.1.2 --- Architecture of FKM --- p.86 / Chapter 9.1.3 --- Experiment and Result Analysis --- p.88 / Chapter 9.2 --- Evaluation of Knowledge Management --- p.89 / Chapter 9.2.1 --- Evaluation Design --- p.90 / Chapter 9.2.2 --- Result Analysis --- p.91 / Chapter 10 --- Conclusion and Future Work --- p.94 / Chapter 10.1 --- Conclusion --- p.94 / Chapter 10.2 --- Future Direction --- p.95 / Appendix I A Survey on Investors of Hong Kong --- p.96 / Appendix II Theories on Cross-Market Relation --- p.99 / Appendix III Mathematical Model for Patterns --- p.102 / Bibliography --- p.105