Status | 已发表Published |
Title | Using machine learning Meta-Classifiers to detect financial frauds |
Creator | |
Date Issued | 2022-08-01 |
Source Publication | Finance Research Letters
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ISSN | 1544-6123 |
Volume | 48 |
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. |
Keyword | Financial fraud Machine learning Meta-Classifiers Stacked-Classifier Voting-Classifier |
DOI | 10.1016/j.frl.2022.102915 |
URL | View source |
Indexed By | SSCI |
Language | 英语English |
WOS Research Area | Business & Economics |
WOS Subject | Business, Finance |
WOS ID | WOS:000799777200001 |
Scopus ID | 2-s2.0-85129136875 |
Citation statistics | |
Document Type | Journal article |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/12218 |
Collection | Research outside affiliated institution |
Corresponding Author | Achakzai, 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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