ML-QuantSubscribe

SSRNTrading, Microstructure & Execution

Insider Trading Detection with Big Data and Machine Learning

A machine learning approach using account-level data can effectively identify suspicious insider trading, with these insiders earning higher returns and often using multiple accounts to trade around major information events.

Featured in No. 27 on 29 Nov 2023 ·

Released
17 Oct 2022
First featured
No. 27 · 29 Nov 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4637051

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page