TRADING EXAMINATION DEVICE, TRADING EXAMINATION METHOD, AND TRADING EXAMINATION PROGRAM

摘要

To provide a trading examination device, a trading examination method, and a trading examination program that determine whether data is transaction data suspected of being unfair trading by a learning model that does not require teacher data.SOLUTION: A trading examination device 10 includes: an estimation unit 12 for estimating a density ratio between the probability distribution of first transaction data and the probability distribution of second transaction data by a density ratio function on the basis of the first transaction data on trading of financial products and the second transaction data different from the first transaction data on trading of financial products; a calculation unit 13 for calculating the degree of abnormality of the second transaction data on the basis of the density ratio function; and a first determination unit 14 for determining whether the second transaction data contains first suspected data suspected of being unfair transaction on the basis of the degree of abnormality.SELECTED DRAWING: Figure 1