Details of Research Outputs

Status已发表Published
TitleUsing machine learning Meta-Classifiers to detect financial frauds
Creator
Date Issued2022-08-01
Source PublicationFinance Research Letters
ISSN1544-6123
Volume48
Abstract

We develop Meta-Classifiers to detect financial frauds by combining several accurate and diverse stand-alone classifiers. Our results suggest that the Meta-Classifiers developed in our study can outperform the best stand-alone classifiers to detect fraudulent firms. We believe developing Meta-Classifiers can be a helpful technique to improve the predictive performance of models. Moreover, the methodology used to develop effective Meta-Classifiers in this study can also be replicated in other prediction related studies.

KeywordFinancial fraud Machine learning Meta-Classifiers Stacked-Classifier Voting-Classifier
DOI10.1016/j.frl.2022.102915
URLView source
Indexed BySSCI
Language英语English
WOS Research AreaBusiness & Economics
WOS SubjectBusiness, Finance
WOS IDWOS:000799777200001
Scopus ID2-s2.0-85129136875
Citation statistics
Cited Times:18[WOS]   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
Identifierhttp://repository.uic.edu.cn/handle/39GCC9TT/12218
CollectionResearch outside affiliated institution
Corresponding AuthorAchakzai, Muhammad Atif Khan
Affiliation
Antai College of Economics and Management,Shanghai Jiao Tong University,1954 Huashan Road, Shanghai,200030,China
Recommended Citation
GB/T 7714
Achakzai, Muhammad Atif Khan,Juan, Peng. Using machine learning Meta-Classifiers to detect financial frauds[J]. Finance Research Letters, 2022, 48.
APA Achakzai, Muhammad Atif Khan, & Juan, Peng. (2022). Using machine learning Meta-Classifiers to detect financial frauds. Finance Research Letters, 48.
MLA Achakzai, Muhammad Atif Khan,et al."Using machine learning Meta-Classifiers to detect financial frauds". Finance Research Letters 48(2022).
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