---
title: Insider Trading Detection with Big Data and Machine Learning
url: https://www.ml-quant.com/papers/ssrn/4637051/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4637051
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4637051
featured: 2023-11-29
citations: unknown
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4637051
- Identifier: SSRN 4637051
- Released: 2022-10-17
- First featured: Quant Letter No. 27 (2023-11-29): https://www.ml-quant.com/issues/2023-11-29/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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