Anomaly detection models for trade negotiations and performance metrics monitoring

The Star Point project aims at monitoring both a real-time feed of trade negotiations in financial markets and time aggregate performance metrics associated with that feed, such as total inquiries. The service mainly targets salespeople, traders, trading floor managers and back-office staff working in financial services. The service explores the use of the local outlier probability model (LoOP), as used by the ESA in published research on telemetry monitoring and mission support tools (DrMUST). By combining the LoOP anomaly detection model with financial market event and performance data, the project evaluates the potential for a new service which automatically monitors data for unusual patterns and alerts users when this is detected.