TY -的A2吴Chia-Huei盟——徐,鸿晟盟——风扇,Ganglong盟歌,砚PY - 2022 DA - 2022/03/28 TI -小说关键指标选择方法基于机器学习的金融欺诈预测模型混合模式SP - 6542652六世- 2022 AB -近年来,上市公司的财务欺诈事件不断发生。金融欺诈给资本市场和投资者带来了巨大损失,阻碍资本市场的投资分配机制。当前的金融欺诈预测模型可以判断该公司可能提前进行金融诈骗。所以,这可以减少经济损失。构建金融欺诈预测模型的关键因素是如何选择评价指标。本文分析了现有指标选择方法,发现预测精度低的问题。预测模型的一个关键指标选择方法,提出了基于机器学习的混合模式。首先,选择的算法和模型的贡献程度排名根据特性。支持向量机的分类效果好和异质性与其他模型用作中间评价模型。多种选择的指标从机器学习测试的AUC中间模式。 Well-performing machine learning models are selected and combined into multiple hybrid modes. These hybrid models are tested for AUC again. Experiments demonstrate that the hybrid mode of Lasso method and random forest performed best in the AUC test. The repetition indicators of the hybrid model are then selected as important indicators of the prediction model. Finally, the correlation of the indicators is tested, and the indicators beyond the threshold are removed. The selected key indicators effectively improve the accuracy of financial fraud prediction. SN - 1574-017X UR - https://doi.org/10.1155/2022/6542652 DO - 10.1155/2022/6542652 JF - Mobile Information Systems PB - Hindawi KW - ER -