AI Fraud Surveillance
A real-time market surveillance platform that flags wash trading, spoofing and quote stuffing with a three-model AI ensemble on an Azure Delta lakehouse, with live dashboards for analysts.
- 0.982ROC-AUC (XGBoost)
- 43Real-time features
- 3Model AI ensemble
- <2msScoring target
Overview
Algorithmic market abuse such as wash trading, layered spoofing and quote stuffing happens in fractions of a second, while traditional compliance checks run as end-of-day batch audits. This platform closes that gap with real-time surveillance.
Market telemetry streams into an Azure Databricks Delta lakehouse, 43 microstructural features are computed live, and a three-model AI ensemble scores every order. Each flag is explained with TreeSHAP so analysts can see exactly why it was raised.
What it does
Three-model ensemble
Supervised XGBoost for known attack patterns, Isolation Forest for statistical anomalies and a deep autoencoder for unseen patterns.
Explainable flags
Every flagged order comes with TreeSHAP feature attributions such as cancel ratio, cancellation velocity and order-to-trade ratio.
Medallion lakehouse
Bronze raw ingestion, Silver cleaning and deduplication, and a Gold governed feature store on Delta Lake.
3D surveillance console
A WebGL radar console with a live audit ledger, verdict filters and instant threat alerts.
Crypto market terminal
Order book depth, buy/sell pressure imbalance and cross-market correlation to spot coordinated pump-and-dump activity.
Executive dashboards
Power BI on the Gold layer with KPI measures for enforcement rates, false positives and SLA compliance.
How it works
Ingest
Order flow, order books and trade prints stream through Azure Event Hubs into the Bronze Delta tables.
Clean & engineer
Spark notebooks validate, deduplicate and sequence events, then compute 43 microstructural features in the Gold layer.
Score
The ensemble combines the three models into one composite risk score for every transaction.
Explain & act
TreeSHAP explains each flag, and results flow to the web consoles and Power BI for analysts.
Preview
