Identification of Insider Trading in the Securities Market Based on Multi-task Deep Neural Network

Table 4

The set of insider trading indicators at a threshold of 70%.

Indicator category	Indicator dimension	Indicator name
Stock performance	Earning	Average daily return
		Cumulative excess return
	Volatility	Earnings volatility
	Liquidity	Relative spread
	Riskiness	BETA
Corporate governance	Meeting status	The meeting times of the board of supervisors
	Shareholding status	CR-10 index
		Shareholding ratio of the largest shareholder
Media coverage	Media coverage	Negative media sentiment
Financial indices	Growth capacity	Operating profit growth rate
		Capital preservation and appreciation rate
	Operating capacity	Inventory turnover ratio
		Fixed assets turnover ratio
		Accounts payable turnover ratio
	Profitability	Earnings per share
		Net assets per share
		Cost margin
	Solvency	Gearing ratio
		Equity ratio