Advance Analytics target Tail, Liquidity and Fraud Risk [1]. Flagging Madoff and Bayou with auto-correlations of their returns.
Click Here for full Press Release (pdf) [2]
Links:
[1] http://investoranalytics.com/financial-risk-services/a3-advanced-analytics
[2] http://www.investoranalytics.com/sites/default/files/file/Investor Analytics and AlphaSimplex Unveil A3 - FINAL.pdf