In this conference proceeding (free Computer Society membership needed plus USD19 article download fee) the authors use “big data” commodity price analysis as an indicator of possible food fraud incidence. They calculate the expected price vs the actual price of each commodity and plot trends over time. Where there is a sustained differential (e.g. “price is too good to be true”, or “price is over-inflated”) then the authors assume fraud. They report surprisingly clear trends, and differences in different European countries. For example, for oils and fats, there was evidence of price disparity in Belgium, Germany and Poland from 2021 until November 2022 when it was sharply corrected. There was no such disparity in Italy and Spain. They report correlations between different industry sectors within specific countries, most markedly illustrated by price disparities within Portugal.