Yıl: 2020 Cilt: 0 Sayı: 29 Sayfa Aralığı: 165 - 174 Metin Dili: İngilizce DOI: ulikidince.748742 İndeks Tarihi: 23-06-2021

DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT

Öz:
Within the scope of this paper, traditional estimation algorithms and supervised machine learning methodsare used to estimate the manipulation of financial information. Traditional estimation algorithms, such aslogit, and supervised machine learning methods, which are support vector machine (SVM), probabilisticneural network (PNN), k-nearest neighbor (KNN) and decision tree (DT) algorithms, are utilized. According toprevious studies, support vector machine and probabilistic neural network algorithms perform higher thantraditional estimation ones in terms of the accuracy of financial information manipulation estimation.Comparative analysis is made to decide better algorithm for classification by applying all algorithms separatelyto the financial information manipulation dataset that is collected by skimming weekly bulletins of CapitalMarkets Board of Turkey and Borsa Istanbul between 2009 and 2018. Thus, it is determined which algorithmsperform better in financial information manipulation by looking at performance of classification accuracy,sensitivity and specificity statistics. The obtained results show that KNN and SVM have better performancethan the other algorithms and all utilized algorithms have high performance compared to the previousliterature’s results
Anahtar Kelime:

DENETİMLİ MAKİNE ÖĞRENMESİ TEKNİKLERİNİ KULLANARAK FİNANSAL BİLGİ MANİPÜLASYONUNUN TESPİTİ: SVM, PNN, KNN, DT

Öz:
Bu çalışma kapsamında, finansal bilgi manipülasyonunu tahmin etmek için geleneksel tahmin algoritmaları ve denetimli makine öğrenmesi yöntemleri kullanılmaktadır. Geleneksel tahmin algoritması olarak logit kullanılırken, denetimli makine öğrenmesi yöntemlerinden destek vektör makinesi (SVM), olasılıksal sinir ağı (PNN), k-en yakın komşu (KNN) ve karar ağacı (DT) algoritmaları kullanılmıştır. Önceki çalışmalara göre, destek vektör makinesi ve olasılıksal sinir ağı algoritmaları geleneksel tahmin algoritmalarından finansal bilgi manipülasyonunu doğru olarak tespit etmekte daha yüksek performans göstermektedir. Sermaye Piyasası Kurulu'nun ve Borsa İstanbul’un 2009-2018 yılları arasındaki haftalık bültenlerini gözden geçirerek toplanan verilere tüm algoritmalar ayrı ayrı uygulanmıştır. Hangi algoritmanın finansal bilgi manipülasyonunu tespitinde daha başarılı olduğuna karar vermek amacıyla karşılaştırmalı analiz yapılmıştır. Karşılaştırmalı analizde, algoritmaların duyarlılık ve özgünlük istatistiklerinin performansına bakılmıştır. Elde edilen sonuçlar, KNN ve SVM’nin diğer algoritmalardan daha iyi performansa sahip olduğunu ve kullanılan tüm algoritmaların önceki literatürün sonuçlarına kıyasla yüksek performansa sahip olduğunu göstermektedir.
Anahtar Kelime:

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA Aydın O, Aktaş R (2020). DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT. , 165 - 174. ulikidince.748742
Chicago Aydın Osman Musa,Aktaş Ramazan DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT. (2020): 165 - 174. ulikidince.748742
MLA Aydın Osman Musa,Aktaş Ramazan DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT. , 2020, ss.165 - 174. ulikidince.748742
AMA Aydın O,Aktaş R DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT. . 2020; 165 - 174. ulikidince.748742
Vancouver Aydın O,Aktaş R DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT. . 2020; 165 - 174. ulikidince.748742
IEEE Aydın O,Aktaş R "DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT." , ss.165 - 174, 2020. ulikidince.748742
ISNAD Aydın, Osman Musa - Aktaş, Ramazan. "DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT". (2020), 165-174. https://doi.org/ulikidince.748742
APA Aydın O, Aktaş R (2020). DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT. Uluslararası İktisadi ve İdari İncelemeler Dergisi, 0(29), 165 - 174. ulikidince.748742
Chicago Aydın Osman Musa,Aktaş Ramazan DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT. Uluslararası İktisadi ve İdari İncelemeler Dergisi 0, no.29 (2020): 165 - 174. ulikidince.748742
MLA Aydın Osman Musa,Aktaş Ramazan DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT. Uluslararası İktisadi ve İdari İncelemeler Dergisi, vol.0, no.29, 2020, ss.165 - 174. ulikidince.748742
AMA Aydın O,Aktaş R DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT. Uluslararası İktisadi ve İdari İncelemeler Dergisi. 2020; 0(29): 165 - 174. ulikidince.748742
Vancouver Aydın O,Aktaş R DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT. Uluslararası İktisadi ve İdari İncelemeler Dergisi. 2020; 0(29): 165 - 174. ulikidince.748742
IEEE Aydın O,Aktaş R "DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT." Uluslararası İktisadi ve İdari İncelemeler Dergisi, 0, ss.165 - 174, 2020. ulikidince.748742
ISNAD Aydın, Osman Musa - Aktaş, Ramazan. "DETECTING FINANCIAL INFORMATION MANIPULATION BY USING SUPERVISED MACHINE LEARNING TECHNICS: SVM, PNN, KNN, DT". Uluslararası İktisadi ve İdari İncelemeler Dergisi 29 (2020), 165-174. https://doi.org/ulikidince.748742