Supplementary Material for "A Machine Learning Attack on Illegal Trading"
7 Pages Posted: 21 Jan 2021 Last revised: 24 Jan 2021
Date Written: November 12, 2020
This supplement contains information regarding the implementation of the Gaussian Mixture Model (GMM), One-Class Support Vector Machine (OCSVM) and Isolation Forrest (iForest) algorithms which are used as anomaly detection benchmarks in the paper “A Machine Learning Attack on Illegal Trading”.
JEL Classification: C1,G1,G2
Suggested Citation: Suggested Citation