METHODOLOGY OF IDENTIFICATION OF INSIDER TRANSACTIONS AND SECURITIES MARKET MANIPULATION

Timely suppression of violations of anti-insider legislation is the primary task facing the regulator at the current stage of development of the domestic securities market. The existing counteraction system is characterized by low efficiency, which is also due to the lack of effective ways to identify insider and manipulative activities. With the growth of market volumes and the attraction of new participants, it becomes necessary to use technologies and methods that would allow monitoring the market for violations in real time, allowing timely detection and response to violations. This will reduce the amount of damage caused and maintain interest in participating in transactions.

The objective of the work is to develop a methodology for identifying insider transactions and manipulating the securities market. The author's methodology is based on a combination of traditional methods (event analysis, market volatility assessment) and the use of artificial intelligence technologies. Data on stock quotations of Russian companies was used as a base for testing. The results confirmed the effectiveness of the proposed approach in detecting the facts of insider activity and market manipulation. The proposed methodology will ensure transparency of operations in the securities market, which will increase the level of investor confidence and its attractiveness.