International Journal of Computer Science Trends and Technology (IJCST) – Volume 11 Issue 6, Nov-Dec 2023

RESEARCH ARTICLE OPEN ACCESS

Ai-Based Anomaly Detection in Large Financial Datasets:

Early Detection of Market Shifts
Shivani Muthyala [1], Premkumar Reddy [2]
[1]
Independent Researcher,
[2]
Senior Software Engineer
ABSTRACT
These applications involve a powerful role of AI that help in the detection of specific anomalies that are often
concealed within the huge sets of financial data peculiar to various markets. As financial information becomes larger
and more diversified, conventional approaches to analysis are inadequate in terms of real-time applications.
Unsupervised learning techniques used in machine learning can make identification of potential risks or
opportunities from the deviation from normal behavior patterns themselves. Being based on statistical parameters
that define the state of the market throughout its history, as well as current transaction dynamics and dependencies
between them, these models can detect, for example, excessive price fluctuations, increased traffic, or unexpected
relations between various assets. In fact, this study is limited to the use of clustering, neural network, and deep
learning techniques AI, to improve early detection of shift markets. Benefits include high data throughput, ability to
find hidden patterns and provide real-time alert to the financial analysts. This research also focuses on how the use
of AI with other technologies like Natural Language Processing (NLP) in order to add structure data for example
sentiment analysis of news articles and social media. Based on the results, the proposed AI-aided abnormal data
detection can greatly enhance the accuracy and efficiency of identifying emerging market changes, which will allow
financial organizations to respond adequately. However, the work also extends to issues of quality of data used in
the model, interpretability of the generated model and the possibility of getting high levels of false postivity. For
market surveillance and decision-making, therefore, this research has advanced the techniques of anomaly detection
enhancing risk management and realizing market opportunities.
Keywords: AI-based anomaly detection, financial datasets, market shifts, unsupervised learning, risk management.

I. INTRODUCTION
The financial markets are ever changing due to various factors include economic, political and technological factors.
More so as the advanced financial structures occur, the varying patterns of market behavior require vivid
identification to help in risk control and management. Standard techniques of market segmentation and analysis
become inefficient since the amount of information is great, and the interconnection of the assets exceptional. This
has given rise to the adaptability of AI in monitoring of large financial data stream datasets for detecting of
anomalous activities, and providing enhanced, detailed and efficient monitoring tools.
Computerized anomaly detection methods have become quite effective for managing large financial data in real-
time conditions. The very intelligence of AI solutions is apparent in the ability of the algorithms to detect what the
conventional data sets actually reveal, apart from presumed regularities: The machine recognises that something is
out of the ordinary, that a certain market factor may be poised to become a disruptive force, or that a shift in a
certain economic parameter is imminent. These early warnings enable stakeholders to guard their investments and
avoid high risks by ensuring they have the correct information. In this regard, while making accurate predictions
about the market is one of the uses that AI offers in processing markets data it also extends to the early identification
of the existence of certain features in the market that can easily be missed with other methods. The use of AI to
detect anomaly is described below: Figure 1.

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Figure 1: AI anomaly detection process.

1.1 The Need for AI in Financial Markets

As the financial market progresses, standard approaches to data analysis are becoming insufficient to explain its
dynamics. Due to the exponential rate of data production and complexity of financial products, the institutions
require efficient means of analyzing the data. AI has some clear benefits compared to manual analysis being that one
can easily analyze large datasets and identify patterns that are often not visible to the analyst.
Still, the current work shows that the primary strengths of AI lie in the analysis of large, unstructured datasets
common in the financial markets enthusiastically embraced by enthusiasts. The type of data, including articles,
social media sentiment and economic reports, can be fed into the AI models; which would give the models a better
view of the market. This capability of the consumption and interpretation of multiple types of data gives AI an
advantage in terms of forecasting market transitions that are not yet noticeable by analytical methods.
In addition, every time an AI system performs an analysis, it enhances that efficiency and has improved accuracy.
For this reason, they are well suited for anomaly detection where tiny and seldom changes can be indicative of
important shifts in the market. When financial institutions apply AI for anomaly detection, firms improve their
decision making, thereby achieving competitive advantage.

1.2 Techniques for AI-Based Anomaly Detection

AI based anomaly detection includes several sophisticated approaches such as; unsupervised learning, clustering,
and neural network. Some forms of machine learning, such as unsupervised learning, are especially good at data
anomaly detection because there can be no prior set of classifications to which the results must conform. Instead, the
model searches for patterns and highlights deviations that can point out market change. This is why unsupervised
learning is an effective approach in conditions where market flavours are shifting and new sorts and kinds of
anomalies may occur.

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International Journal of Computer Science Trends and Technology (IJCST) – Volume 11 Issue 6, Nov-Dec 2023

Another method that forms the basis of anomaly detection is the clustering techniques. These methods cluster
similar data values and highlight outliers which do not fit the pattern identified by the Teachers. In financial markets
clustering has the ability to locate unexpected values across price, volume, or relationship between pieces. Such
inconsistencies are times when the market changes and financial institutions are put on notice.
Due to the fact that deep learning entities are widely used for detecting intricate anomalies in voluminous financial
data. They can learn both the hierarchal structure and the relationships between the components in the data and
therefore perfect in identifying gradual shifts in the market. Neural networks also benefit from receiving
unstructured data in its textual form information in the context of financial news and reports, improving the
predictive model. Some of the key anomaly detection algorithm are depicted in the figure 2 below.

Figure 2: Key anomaly detection algorithms.

1.3 Application of AI in Early Market Shift Detection

The potential of AI-based anomaly detection, in general, is to identify early on the shift in financial markets. AI
models study trends, extract patterns of the market, and define incidents which could signal the emergence of a new
market. For instance, explosive move of prices within certain stocks of commodities might indicate an emerging
trend within the market that traders can then maneuver with, to make appropriate value adjustments.
Also, unlike humans, AI applications can track- and analyse- various streams of data, ranging from economical
indices to company financial statements and social network posts. Combined, these various data sources can be
better analyzed in real time through the use of market conditions by relying on the support of AI. This makes it
easier for institutions to manage risks and grasp opportunities of market shift thus enhancing their accuracy of the
same.
The combination of AI with the predictive analytics capability takes early market shift identification to another
level. Predictive models work based on previous data to understand future data trends and AI enhances these trends
because of its capability of identifying distorted patterns. It also gives an opportunity for the financial institutions to
act not only in response to occurrences in the financial market but also adapt to the happenings in the market before
they happen.

1.4 Challenges in AI-Based Anomaly Detection

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This is the case even with all the benefits that AI brings to financial markets as far as the implementation of AI-
based anomaly detection systems is concerned. The biggest concern may be the quality of the data collected for
analysis in the first place. AI models are particularly sensitive to any input data they process in their work. And it is
for this reason, inaccurate or incomplete data results in a situation where machine learning believes some of the
market changes detected do not exist.
Another important issue based on the work of Horn et al (2020) is model interpretability. Several AI techniques,
especially with deep learning methodologies, are cotidered as ‘‘black boxes’’. This is because users cannot decipher
or quickly comprehend the decision-making of the models. This could often be inconvenient when for instance a
financial institution seeks to clarify its actions to a regulator or any other stakeholders. So, creating better models to
be more interpretable or giving explanation to findings based on the use of AIs is still under the research.
Last but not the least; there is always a possibility of having wrong negative and wrong positive results. Although,
AI can improve the measurement of anomalies, there is always the risk of a wrong signal that might indicate a shift
in the market. False positives can cause activities which need not have been performed and false negatives can miss
opportunities, or indeed threats. Two challenges that accompany all AI models are the risks associated with false
negatives and false positives: This can be offset during the model’s design phase by achieving a good middle ground
between sensitivity and specificity.

1.5 Future Directions for AI in Financial Markets

This makes the future of AI in financial markets bright because newer technologies and methodologies are thus
expected to support improved anomaly detection models. There could be an enhanced utilization of XAI to tackle
the problem of model interpretability as one development. They believe that XAI can help establish the
understanding of how decisions have been made and who made them, which can be beneficial for financial
specialists and regulators.
There is another area which has the future potential concerning the use of AI in combination with other innovative
technologies, in particular, blockchain technologies and quantum computing. Blockchain may satisfy steps related to
the secure representation and proper exchange of the finances involved in transactions, quantum computing could
alter the speed of data processing, making the act of real-time analysis of heavily larger dataset for AI models
possible. The integration of these technologies may help achieve double the accuracy, and at least double the speed
of conventional methods of anomaly detection.
Moreover, emergence of further elaborated machine learning techniques like the reinforcement learning and
generative models can contribute to improvement of the anomaly detection. These algorithms are capable of
learning from their use of the market, and become increasingly better at identifying and predicting outliers. The use
of AI in financial markets is likely to grow with time and advance in complexity, the more so that AI makes it
possible to leverage far more detailed data and risks, potentially leading to better prevention of adverse events.

II. REVIEW OF WORKS

Anomaly detection in financial datasets has increasing relevance in the modern world owing to increasing concerns
for risk assessment in short and volatile financial environments. ML and AI are used often to identify anomalous
behaviours that may signify fraud, anomalous trading behaviour or shifts in the market. Literature review section of
this paper focuses on how past research approaches and methods can be used to detect anomalies in financial data
and the future direction of the field.

2.1 Machine Learning Approaches to Financial Anomaly Detection

The application of machine learning algorithms in identifying anomalous behaviour in financial datasets is an open
research area because of the capability of handling big data. In their article published in 2022, Bakumenko and
Elragal explained how machine learning algorithms can be used to find out some conspicuous irregularities in
financial data by studying systems that can recognize the patterns of such data: systems that other methods may not

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discover. They note that their work focuses on applying modularity to machine learning models used in the analysis
of flaws in structured and unstructured financial data making these algorithms ideal for use in real-time fraud
identification.
Furthermore, Abhisu Jain et al. (2021) presented a similar comparative study of different anomaly detection
approaches relevant to financial data and discussed the merits and demerits of, for instance, decision tree, random
forest, and SVM. They also noted that recent practices by which baseline models are measured have been found to
have a high accuracy and specificity for detecting small market anomalies and that newer techniques, including
neural networks have even better performances than the models like the Support Vector Machine (SVM). This
underlines the need to incorporate more of AI to projects involving analysis of the financial data and detecting
anomalies.

2.2 Time Series Analysis for Anomaly Detection

Another equally important technique when it comes to identifying the anomalous within the financial data is time
series analysis. Zhou et al. (2008) aimed to understand how time series anomaly detection can be used on financial
markets and the results highlighted the possibility of detecting irregular patterns in stock prices and volumes of
trades. The authors also proved that through the use of time series methodology, they were able to establish shifts in
the market behavior within less time, or in situations where trends and seasonality effects are dominant in the
market. These models use historical data to give an analysis on the future markets and potential threats that can be
produce at an early stage.
Another research by Deng and Chen (2015) successful in the investigation of the time series data in detecting of
financial anomalis, especially using the support vector machine (SVM). They encouraged a class of SVM models
for identifying anomaly patterns through training with historical financial data. SVB with time series data was
effectively implemented thus facilitating better impression of intricate patterns hence providing a more holistic view
compared to traditional techniques of MV. Together, these integrations bear good potential in improving the
capability of anomaly detection systems.

2.3 AI Applications in Auditing and Fraud Detection

AI has revolutionized the field of financial auditing, particularly in the detection of fraud. EY (n.d.) highlighted how
AI applications are transforming auditing practices by helping auditors detect fraud in financial transactions. AI
systems analyze vast datasets and uncover anomalies that indicate fraudulent activities, such as unusual transaction
patterns or discrepancies in financial reporting. These AI-driven tools allow auditors to focus on high-risk areas,
improving both the efficiency and accuracy of financial audits.
PwC (n.d.) introduced GL.ai, an AI-based anomaly detection tool designed for auditing the general ledger. This
system uses machine learning algorithms to automatically identify irregularities in financial statements, enabling
auditors to detect potential fraud or errors with greater precision. By automating the process of anomaly detection,
AI reduces the time and effort required for manual auditing while improving the accuracy of results. The use of AI
in auditing is expected to become increasingly prevalent as financial institutions seek more efficient ways to manage
risk.

2.4 Deep Learning for Anomaly Detection

Machine learning algorithms have gained significant importance for identifying anomaly in financial datasets and
deep learning as a part of advanced machine learning has shown enhanced result in detecting complex anomaly.
When organizing a survey on deep learning for anomaly detection, several sectors are also addressed including
finance by Chalapathy and Chawla in 2019. Their study also noted that autoencoders and convolutional neural
networks (CNN) among others are very powerful and efficient in analyzing high-dimensional financial data. These
models can imbibe complex pattern and relationship and are therefore ideal for capturing small shifts which could
mean big changes in the market.
In a similar vain, Jain et al., (2021) observed that deep learning approaches are superior to conventional ones
because of their capacity to produce accurate results from big data and discover concealed relationships. It also

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made the Deep learning models very scalable where the same can be applied for various financial instruments and
exchanges. The usefulness of these models lies in their capacity to contribute large historical data sets; thus
enhancing the extent of their precision in detecting risks, useful for the financial institutions with the goal of
managing threats early.

2.5 Challenges and Future Directions in Anomaly Detection

Despite the fact that AI & machine learning advances can provide considerable benefits for anomaly detection there
are some issues to face. This raises a question to data preparation where financial datasets have issues such as
missing data or noisy data set in developing AI models. This is according to Bakumenko and Elragal (2022) where
he pointed out that it is vital to input quality data for proper analysis of anomaly detection. However, it is brought to
light that other factors such as high interpretability remain a major issue in high-level AI, and more specifically,
deep learning algorithms since such models’ decisions are not easy to understand.
Forecasting for the future, Wang et al. (2022) opined that a combination of LLMs and AI agents could even improve
the reliability of an anomaly detection system because the former greatly helps in analyzing and interpreting the
unstructured or raw data inputs like news articles or social media sentiment. This would enable the AI systems to
give more meaningful understanding of the conditions in the markets, hence better prediction. With the help of
increased work in the field of XAI, the interpretability problem will also be solved in the future, thus helping
financial professionals have more confidence in decision-making by relying on the AI-based anomaly detection
systems.
The existing literature review of using AI for anomaly detection in financial datasets reveals how the advances in
machine learning and deep learning are transforming threat detection methods and risk management practices.
However, more future improvements such as the quality data and how to interpret the AI model, there is potential
that anomaly detection system will be more efficient in the near future.

III. METHODOLOGY

This section, provides a, description of the methodological approach used to analyse AI-based anomaly detection in
big financial datasets. Based on the current literature, the research work is informed by the adopted data analytical
methods and machine learning algorithms for identifying anomalies. It also includes primary research incorporating
the use of case studies from sectors of auditing, fraud detection, and market analysis, to conduct a study of the
application of AI in this context. A secondary analysis of the literature involved the integration of article
information, with the purpose of presenting the current state of knowledge regarding imminent trends, issues, and
new techniques in anomaly detection technologies.
The first activity included scoping or gathering articles from peer-reviewed journal articles alongside those found in
popular business reports. Priestr literature, consisting of peerreviewed articles and academic journals, was also
considered with sources such as IEEE Xplore, sciencedirect, and springerlink being used to gather them Scholarly
articles along with papers and case studies from consulting firms such as EY and PwC were considered. For this,
papers with keywords including ‘anomaly detection’, ‘financial data’, ‘machine learning’, ‘AI-based fraud
detection’, ‘deep learning for finance’ were collected. Consequently, this broad scope of literature assured that the
review included technical advances and practical applications.
This led to thematic analysis to group the identified studies into themes such as; machine learning algorithms, time
series analysis, deep learning applications and Artificial Intelligence in financial auditing. Through this thematic
structure, potentially anomalous expansion across dimensions can be systematically investigated according to
approaches to real financial data. An elaborate analysis of each of the themes based on their methodological
strengths and weaknesses, coverage and applicability to the existing financial market trends was also done. For
instance, the results obtained from papers that adopted the commonly used supervised learning methods were
contrasted with papers that used unsupervised or semi-supervised learning methods to draw out the respective
virtues and vices of the entire arsenal.

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Last but not least, this research also includes a performance comparison of various anomaly detection methods and
their application in the real-world. The topics explored in case studies were instrumental in establishing
understandings of real-life issues organizations encounter when adopting AI solutions. Challenges including quality
of the input data, the ability to scale the AI models, and issues regarding compliance of the detection systems to
regulatory frameworks were discussed in their relationship with the efficiency of the anomaly detection systems.
Thus, the proposed work is based on the assimilation of both theoretical and practical approaches, which make it
possible to observe the existing state of AI-based anomaly detection in financial data comprehensively.

IV. RESULTS AND DISCUSSION

According to the methodology described in this research, this section provides the results of the methods of AI-
based anomaly detection on the large financial datasets. The outcomes are grouped into five areas according to the
literature review and the evaluating of the case studies.

4.1 Machine Learning Algorithms for Anomaly Detection

The overview of the literature showed that the most common types of machine learning algorithms used for anomaly
detection in the financial data set are support vector machines (SVM), decision tree, and random forest. These
algorithms proved highly efficient in identifying outliers within structured dataset. For instance, Bakumenko and
Elragal (2022) showed that was possible to detect anomalous transaction patterns, which contributed to the enhanced
prevention of fraud and odd market behaviors as compared to more conventional rule-based methods.

4.2 Time Series Analysis in Financial Anomaly Detection

Out of the four analysis and prediction techniques, it was noted that the time series models with integration of
machine learning displayed a very efficient results in identifying anomalous features of the stock prices and trading
volume. For instance, in a paper by Zhou et al (2008) proved that these models can identify change in trends in the
markets and likely financial risks. Furthermore, the feature of analyzing time-dependant data enables financial
institutions to receive early signals of increased market risks or abnormal trading activities and then take proper
responses.

4.3 Deep Learning Models and Their Efficacy

The latest autoencoder and convolutional neural networks (CNN) models ultimately ranked highly as cutting-edge
methods for identifying latent defects. Chalapathy and Chawla (2019) pointed out that these models were more
accurate compared to conventional methods to predict complex and nonlinear patterns in big high dimensional data
related to financial domain. This is due to the scalability and versatility of deep learning that enhancing gaining
performance when used in anomaly detection in various Financial Markets and Instruments.

4.4 AI Applications in Auditing and Fraud Detection

Companies such as EY (n.d.) and PwC (n.d.) demonstrated how seven and six AI-driven systems correspondingly
can be used for anomaly detection in the financial auditing. These AI tools greatly enhanced the works of auditors
through analysis of large volumes of financial data in arriving at what may seem obvious fraudulent records to the
auditors. This is specifically designed as GL.ai by the PwC, which specifically promises an accurate identification of
the discrepancies in general ledger data more efficiently and effectively than traditionally for the financial audits.

4.5 Challenges in AI-Based Anomaly Detection

The Learned insights also revealed several limitations of applying AI based anomaly detection systems. The survey
indicated that data quality was a significant determinant of AI models’ performance because noisy and small
datasets introduced inefficiencies. Furthermore, the black box characteristic of models derived through deep learning
was an area of worry because financial specialists often ask how particular anomalies are identified. Overcoming
these hurdles is important for the purposes of achieving trust in artificial intelligence.

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DISCUSSION for managing risks in the financial industry and

The outcomes discussed reveal the trend of protecting against any weird occurrences in the
expanding the application of AI and machine learning markets.
methods in financial anomaly detection. General
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