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Ghostface Killah from Wu-Tang Clan just made a BIG mistake by mocking Martin Shkreli ... according to Shkreli who's now making a slew of threats against Ghost. TMZ obtained a video the pharma exec recorded while wearing his hardest sport coat, with 3 masked men standing behind him. Shkreli, who dropped $2 mil for Wu-Tang's one-of-a-kind album, is pissed Ghostface referred to him as the "Michael Jackson nose kid." You gotta watch his video threat. It's a little scary, and a lot entertaining. Think ISIS ... on 'SNL.' The best part -- he refers to Ghost by his "government name" ...