33 citations · 65 across the 17 of their papers we have counts for
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q-fin.ST2024★ 2 cited
Dimensionality reduction techniques to support insider trading detection
Adele Ravagnani, Fabrizio Lillo, Paola Deriu +3
Identification of market abuse is an extremely complicated activity that requires the analysis of large and complex datasets. We propose an unsupervised machine learning method for…
q-fin.ST2022★ 5 cited
A machine learning approach to support decision in insider trading detection
Piero Mazzarisi, Adele Ravagnani, Paola Deriu +3
Identifying market abuse activity from data on investors' trading activity is very challenging both for the data volume and for the low signal to noise ratio. Here we propose two c…