Supplementary Material for "A Machine Learning Attack on Illegal Trading"
9 Pages Posted: 21 Jan 2021 Last revised: 6 Dec 2022
Date Written: March 12, 2022
This supplementary document contains information regarding the run times of the NN DTW and ARMA(1,1) illegal insider trading detection models. Details regarding the implementation of the ARMA(1,1), Gaussian Mixture Model (GMM), One-Class Support Vector Machine (OCSVM) and Isolation Forrest (iForest) models which are used as anomaly detection benchmarks in the paper ``A Machine Learning Attack on Illegal Trading" are also provided.
JEL Classification: C1,G1,G2
Suggested Citation: Suggested Citation