Application of Outlier Mining in Insider Identification Based on Boxplot Method
Aihua Li, Mengyan Feng, Yanruyu Li, Zhidong Liu · Procedia Computer Science · 2016
With the rapid development of Chinese capital market, securities and futures trading activities have become increasingly active. Insider trading, disclosure of insider information and other illegal and criminal activities are prone to happening. This paper explores the application of Boxplot in outlier mining. Moreover, we put forward the improved scheme based on the Boxplot itself by using R software to add density curve and scatter for the purpose of more intuitive. And the result shows the feasibility of the Boxplot method for outlier.