3 papers
q-fin.ST2026
Detecting and Explaining Unlawful Insider Trading: A Shapley Value and Causal Forest Approach to Identifying Key Drivers and Causal Relationships
Krishna Neupane, Igor Griva, Robert Axtell +2
Corporate insiders trade for diverse reasons, often possessing Material Non-Public Information (MNPI). Determining whether specific trades leverage MNPI is a significant challenge…
q-fin.CP2025
An extreme Gradient Boosting (XGBoost) Trees approach to Detect and Identify Unlawful Insider Trading (UIT) Transactions
Krishna Neupane, Igor Griva
Corporate insiders have control of material non-public preferential information (MNPI). Occasionally, the insiders strategically bypass legal and regulatory safeguards to exploit M…
q-fin.ST2024
A Random Forest approach to detect and identify Unlawful Insider Trading
Krishna Neupane, Igor Griva
According to The Exchange Act, 1934 unlawful insider trading is the abuse of access to privileged corporate information. While a blurred line between "routine" the "opportunistic"…