英文标题：
《Network-based Anomaly Detection for Insider Trading》
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作者：
Adarsh Kulkarni, Priya Mani and Carlotta Domeniconi
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最新提交年份：
2017
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英文摘要：
  Insider trading is one of the numerous white collar crimes that can contribute to the instability of the economy. Traditionally, the detection of illegal insider trades has been a human-driven process. In this paper, we collect the insider tradings made available by the US Securities and Exchange Commissions (SEC) through the EDGAR system, with the aim of initiating an automated large-scale and data-driven approach to the problem of identifying illegal insider tradings. The goal of the study is the identification of interesting patterns, which can be indicators of potential anomalies. We use the collected data to construct networks that capture the relationship between trading behaviors of insiders. We explore different ways of building networks from insider trading data, and argue for a need of a structure that is capable of capturing higher order relationships among traders. Our results suggest the discovery of interesting patterns.
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中文摘要：
内幕交易是众多可能导致经济不稳定的白领犯罪之一。传统上，非法内幕交易的侦查是一个人为驱动的过程。在本文中，我们收集了美国证券交易委员会（SEC）通过EDGAR系统提供的内幕交易，目的是启动一种自动化的大规模数据驱动方法来识别非法内幕交易。这项研究的目标是识别有趣的模式，这些模式可以作为潜在异常的指标。我们利用收集到的数据构建网络，捕捉内幕人士交易行为之间的关系。我们探讨了从内幕交易数据构建网络的不同方法，并主张需要一种能够捕捉交易者之间高阶关系的结构。我们的结果表明发现了有趣的模式。
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分类信息：

一级分类：Computer Science        计算机科学
二级分类：Social and Information Networks        社会和信息网络
分类描述：Covers the design, analysis, and modeling of social and information networks, including their applications for on-line information access, communication, and interaction, and their roles as datasets in the exploration of questions in these and other domains, including connections to the social and biological sciences. Analysis and modeling of such networks includes topics in ACM Subject classes F.2, G.2, G.3, H.2, and I.2; applications in computing include topics in H.3, H.4, and H.5; and applications at the interface of computing and other disciplines include topics in J.1--J.7. Papers on computer communication systems and network protocols (e.g. TCP/IP) are generally a closer fit to the Networking and Internet Architecture (cs.NI) category.
涵盖社会和信息网络的设计、分析和建模，包括它们在联机信息访问、通信和交互方面的应用，以及它们作为数据集在这些领域和其他领域的问题探索中的作用，包括与社会和生物科学的联系。这类网络的分析和建模包括ACM学科类F.2、G.2、G.3、H.2和I.2的主题；计算应用包括H.3、H.4和H.5中的主题；计算和其他学科接口的应用程序包括J.1-J.7中的主题。关于计算机通信系统和网络协议（例如TCP/IP）的论文通常更适合网络和因特网体系结构（CS.NI）类别。
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一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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