Research on Financial Fraud Forecasting Recognition Based on Machine Learning

Jia-kun ZHAO, Peng YAO

Abstract


This paper collects and pre-processes the financial statements of listed companies from the official website of the China Securities Regulatory Commission, Shanghai Stock Exchange and Shenzhen Stock Exchange, and then uses Logistic Regression, SVM, Decision Tree, Random Forest, Adaboost and XGBoost to built predictive models of 150 fraud companies and 523 non fraud companies of similar asset sizes.

Keywords


Financial Statement Fraud, Machine Learning, Chinese listed company, Ensemble learning


DOI
10.12783/dtcse/cscbd2019/30012

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