Policing The Public Markets with Machine Learning

Neurensic has built a solution, SCORE, for doing Trade Surveillance using H2O (an open-source pure Java Big Data ML tool), Machine Learning, and a whole lot of domain expertise and data munging.  SCORE pulls in private and public market data and in a few minutes will search it for all sorts of bad behavior: spoofing, wash-trading and cross-trading, pinging, and a lot more.  It then filters down the billions of rows of data down to human scale with some great visualizations - well enough to use as hard legal evidence.  Indeed SCORE and it's underlying tech is not just used by companies to police themselves; it is being used by the public sector to find and prosecute the Bad Guys.  I'll close with a demo of a Real Life bad guy - he was defrauding the markets out of 10's of millions - who got caught via an early alpha version of SCORE.  All data anonymized of course, but he made the front page of the Wall Street Journal.