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KDD方法在金融欺诈检测中的应用研究 总被引:3,自引:0,他引:3
摘 要:在分析了金融事务中进行金融欺诈的现象后,对传统的金融欺诈检测方法进行了分析,并在此基础上,提出了一种利用数据挖掘方法进行金融欺诈检测的模型,并在此基础上利用该模型列举了方法运行的案例。 相似文献
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在分析了金融事务中进行金融欺诈的现象后,对传统的金融欺诈检测方法进行了分析,并在此基础上提出了一种利用数据挖掘方法进行金融欺诈检测的模型,并在此基础上利用该模型列举了方法运行的案例。 相似文献
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金融审计OLAP模型技术分析与设计 总被引:1,自引:0,他引:1
本文结合审计机构进行金融审计的实际需要,在银行的贷款业务数据库系统上建立数据仓库,采用OLAP技术对银行不良贷款问题进行分析,为审计机构提供了一个有效可行的计算机辅助审计方案。 相似文献
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针对在金融领域实体级情感分析任务中缺乏足够的标注语料,以及通用的情感分析模型难以有效处理金融文本等问题,该文构建一个百万级别的金融领域实体情感分析语料库,并标注5 000余个金融领域情感词作为金融领域情感词典。同时,基于该金融领域数据集,提出一种结合金融领域情感词典和注意力机制的金融文本细粒度情感分析模型(FinLexNet)。该模型使用两个LSTM网络分别提取词级别的语义信息和基于情感词典分类后的词类级别信息,能有效获取金融领域词语的特征信息。此外,为了让文本中金融领域情感词获得更多关注,提出一种基于金融领域情感词典的注意力机制来为不同实体获取重要的情感信息。最终在构建的金融领域实体级语料库上进行实验,取得了比对比模型更好的效果。 相似文献
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基于模糊修正的金融预测 总被引:2,自引:0,他引:2
文章研究了模糊逻辑模型在金融预测领域中的应用。由于该模型自身的局限性,在对金融时间序列趋势的连续预测应用中,趋势准确率偏低,连续预测值波动小(体现不出未来的市场走向),对此,提出了模糊修正的方法。文章运用模糊修正模型对上证综合指数和道琼斯平均工业指数做试验,并与BP神经网络进行比较,试验结果表明,运用模糊修正模型进行金融预测是可行的和有效的。 相似文献
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时序分析方法在金融数据挖掘中扮演着越来越重要的角色,然而,历史数据的不完整、不确切性制约着传统金融时间序列预测方法的准确性。创新地定义ARIMA模型的相似性和模,并融合模糊时间序列方法,提出新的基于ARIMA的模糊时间序列预测模型。该模型能够高效处理不完整的、含糊的历史数据,并对未来走势进行有效预测。一方面, ARIMA模型的简约灵活性使得对高维金融时间序列的特征提取大为简化;另一方面,由于结合模糊逻辑的理论,该方法能够有效发现历史数据中的相似模式。以人民币兑美元汇率为例,通过对预测结果的分析,验证了的新模型的有效性。 相似文献
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金融科技企业推出了以小额现金贷为主导产品的一种新型金融模式:P2P网络借贷模式。现金贷产品自推出以来,在很短的时间内就积累了大量的客户。如何制定快速有效的金融风控策略,提高客户信息数据处理效率,及时预测防范业务中信用及欺诈风险,成为金融企业亟待解决的问题。对此,本文提出基于规则引擎的金融风控模型,实现风控规则策略和程序硬编码的解耦,在此基础上进行特征因子以及特征模型的设计,对于实现金融科技企业信贷体系中的自动化审批将起到很大的推动作用。 相似文献
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《Expert systems with applications》2007,32(1):114-124
Prior studies that examine the application of neural networks in auditing investigate the efficiency of artificial neural networks (ANNs). In the present study, considering the well known disadvantages of artificial neural network, we propose the application of probabilistic neural networks (PNNs) that combine the computational power and flexibility of ANNs, while managing to retain simplicity and transparency. The sample consists of 264 financial statements that received a qualified audit opinion over the period 1997–2004 and 3069 unqualified ones, from 881 firms listed on the London Stock Exchange. The results demonstrate the high explanatory power of the PNN model in explaining qualifications in audit reports. The model is also found to outperform traditional ANN models, as well as logistic regression. Sensitivity analysis is used to assess the relative importance of the input variables and to analyze their role in the auditing process. 相似文献
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Chrysovalantis Gaganis Fotios Pasiouras Charalambos Spathis 《Computational Economics》2013,41(3):387-405
In this study, we empirically investigate the relationship between financial and auditing requirements, capital requirements, official supervisory power, and the likelihood of receiving a qualified audit opinion. The sample consists of 71 qualified financial statements and 17,526 unqualified ones, from 3,642 banking institutions operating in 15 old and new EU countries over the period 1999–2006. The results indicate that financial and auditing requirements have a negative influence, while supervisory power has a positive impact, on the likelihood of qualified audit opinions. Concerning capital requirements, we find that only initial stringency has an impact on audit opinions. 相似文献
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为了提高传统Z-Score财务预警模型的预警能力,本文将改进FOA算法的良好寻优能力和Z-Score财务预警模型相结合,提出了一种改进FOA算法的上市公司Z-Score财务预警模型.采用改进FOA算法来优化Z-Score模型的参数,降低预测值和目标值之间的均方根误差(RMSE).经对选取上市公司财务数据的预测值和目标值对比,且检验其准确率.实验结果:传统的Z-Score模型、基本FOA算法优化Z-Score模型和改进FOA算法优化Z-Score模型的预测准确率分别为65%、70%和80%.实验表明改进的算法较大提升了Z-Score财务预警模型的预测能力,也表明了该算法的有效性. 相似文献
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Model auditing is a critical step before conducting Building Information Modeling (BIM)-based Quantity Take-off (QTO) because these models may contain various human errors and mistakes, leading to insufficient semantic information and inconsistent modeling style in BIM models. The traditional object-oriented approach has difficulties in representing unstructured BIM data (e.g., interrelationships), while rule-based methods involve tremendous human efforts to develop rule sets, lacking flexibility for different requirements. Therefore, this study aims to establish a novel data-driven framework based on BIM and knowledge graph (KG) to represent unstructured BIM data for automatic inferences of auditing results of BIM model mistakes. It starts by establishing a BIM-KG data model via identifying required information for auditing purposes. Subsequently, BIM data is automatically transformed into the BIM-KG representations, the embeddings of which are trained using a knowledge graph embedding model. Automatic mechanisms are then developed to utilize the computable embeddings to effectively identify mistake BIM elements. The framework is validated using illustrative examples and the results show that 100% mistake elements can be identified successfully without human intervention. 相似文献
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In the fields of accounting and auditing, detection of firms engaged in fraudulent financial reporting has become increasingly important, due to the increased frequency of such events and the attendant costs of litigation. The neural-network approach sheds some light on this problem due to the attributes that it requires minimum prior knowledge of the data and achieves a highly nonlinear computational model based on past experience (training). In this study, we employ seven red flags which are composed of four financial red flags and three turnover red flags in order to detect targets of the Securities and Exchange Commission's (SECs) investigation of fraudulent financial reporting. The red flags are computed over 70 firms spread among various industrial sectors, and form the base data that is used for developing the computational prediction model. Multilayered perceptron computation of this data was able to predict the targets of the SEC investigated firms with an average of 88% accuracy in the cross-validation test. On the other hand, the same data computed by the logit program gave an average prediction rate of 47% 相似文献
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信息技术的发展给安全数据库带来了新的挑战,各种安全策略明确以法律条文形式颁布,这要求采用有效的手段证实,对数据库的访问与安全策略的一致性,审计访问数据库的各种查询正好能实现这一目标,但常规的审计方法只能对单个查询的查询结果进行审计,而蓄意破坏的用户可能利用多个查询的查询结果进行推理采访问敏感信息,这就要求审计的同时也应具备基本的推理能力,提出了切实可行的安全数据库推理审计框架,该框架具有①MVD推理审计能力;②FFD推理审计能力;③FD推理审计能力,而且具有审计方法快速、准确、细粒度等特点. 相似文献