The COVID-19 pandemic has impelled the majority of schools and universities around the world to switch to remote teaching. One of the greatest challenges in online education is preserving the academic integrity of student assessments. The lack of direct supervision by instructors during final examinations poses a significant risk of academic misconduct. In this paper, we propose a new approach to detecting potential cases of cheating on the final exam using machine learning techniques. We treat the issue of identifying the potential cases of cheating as an outlier detection problem. We use students' continuous assessment results to identify abnormal scores on the final exam. However, unlike a standard outlier detection task in machine learning, the student assessment data requires us to consider its sequential nature. We address this issue by applying recurrent neural networks together with anomaly detection algorithms. Numerical experiments on a range of datasets show that the proposed method achieves a remarkably high level of accuracy in detecting cases of cheating on the exam. We believe that the proposed method would be an effective tool for academics and administrators interested in preserving the academic integrity of course assessments.