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International Journal of Nonlinear Analysis and Applications، جلد ۱۵، شماره ۱، صفحات ۱۹۹-۲۱۴
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عنوان انگلیسی Detecting financial fraud using machine learning techniques
چکیده انگلیسی مقاله Financial fraud detection is a challenging problem due to four primary reasons: the constantly changing fraudulent behavior, the lack of a mechanism to track fraud data, the specific limitations of available detection techniques (such as machine learning algorithms), and the highly dispersed financial fraud dataset. Thus, it can be declared that teaching algorithms are complex. The current study used machine learning techniques, including support vector machine regression and boosted regression tree, to detect financial fraud in the Iranian stock market. The findings indicated that the boosted regression tree machine model has the lowest RMSE. Furthermore, concerned with the sensitivity value of the models, the boosted regression tree model has the highest sensitivity in the sense that they had correctly detected the absence of financial fraud Tehran Stock Exchange market the Tehran Stock Exchange market. The boosted regression tree has the highest kappa coefficient indicating the appropriate performance of this model compared to other models used in the research.
کلیدواژه‌های انگلیسی مقاله Support vector machine regression, Boosted regression tree, Financial fraud
نویسندگان مقاله Jafar Nahri Aghdam Ghalejoogh |
Department of Accounting, Bonab Branch, Islamic Azad University, Bonab, Iran

Nader Rezaei |
Department of Accounting, Bonab Branch, Islamic Azad University, Bonab, Iran

Yaghoub Aghdam Mazarae |
Department of Accounting, Sofian Branch, Islamic Azad University, Sofian, Iran

Rasoul Abdi |
Department of Accounting, Bonab Branch, Islamic Azad University, Bonab, Iran

نشانی اینترنتی https://ijnaa.semnan.ac.ir/article_7474_21111445d2eddc48b4fe2d43d6766162.pdf
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