CPC G06N 3/04 (2013.01) [G06N 3/044 (2023.01); G06N 3/045 (2023.01); G06N 3/084 (2013.01); G06Q 40/04 (2013.01)] | 21 Claims |
1. A computer implemented method comprising:
identifying, by a processor coupled with a data transaction processing system, using a structured neural network comprising a layered plurality of interconnected processing nodes, one or more patterns in historic participant transaction data for a participant in the data transaction processing system and historic external market factor data including data indicative of characteristics of a financial derivative product traded on an exchange for a time period that corresponds to the historic participant transaction data that occurs during the time period, the one or more patterns indicative of a historical normal activity by the participant in relation to the historic external market factor data, wherein at least a subset of the interconnections of the layered plurality of interconnected processing nodes are dynamically weighted;
receiving, by the processor, from the participant, data indicative of a new transaction;
calculating, by the processor, current external market factor data;
comparing, by the processor, the data indicative of the new transaction and the current external market factor data with the one or more patterns;
generating, by the processor, an abnormality score for the new transaction based on the comparison; and
generating, by the processor, an alert when the abnormality score exceeds a first threshold.
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