Financial Fraud Detection by using Grammar-based Multi-objective Genetic Programming with ensemble learning
Created by W.Langdon from
gp-bibliography.bib Revision:1.7954
- @InProceedings{Li:2015:CEC,
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author = "Haibing Li and Man-Leung Wong",
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title = "Financial Fraud Detection by using Grammar-based
Multi-objective Genetic Programming with ensemble
learning",
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booktitle = "Proceedings of 2015 IEEE Congress on Evolutionary
Computation (CEC 2015)",
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year = "2015",
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editor = "Yadahiko Murata",
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pages = "1113--1120",
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address = "Sendai, Japan",
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month = "25-28 " # may,
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publisher = "IEEE Press",
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keywords = "genetic algorithms, genetic programming",
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isbn13 = "978-1-4799-7491-7",
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URL = "https://scholars.ln.edu.hk/en/publications/financial-fraud-detection-by-using-grammar-based-multi-objective-/fingerprints/",
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DOI = "doi:10.1109/CEC.2015.7257014",
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mphil_url = "https://commons.ln.edu.hk/cds_etd/13/",
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size = "8 pages",
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abstract = "Financial fraud is a criminal act, which violates the
law, rules or policy to gain unauthorized financial
benefit. The major consequences are loss of billions of
dollars each year, investor confidence or corporate
reputation. A study area called Financial Fraud
Detection (FFD) is obligatory, in order to prevent the
destructive results caused by financial fraud. In this
study, we propose a new method based on Grammar-based
Genetic Programming (GBGP), multi-objectives
optimization and ensemble learning for solving FFD
problems. We comprehensively compare the proposed
method with Logistic Regression (LR), Neural Networks
(NNs), Support Vector Machine (SVM), Bayesian Networks
(BNs), Decision Trees (DTs), AdaBoost, Bagging and
LogitBoost on four FFD datasets. The experimental
results showed the effectiveness of the new approach in
the given FFD problems including two real-life
problems. The major implications and significances of
the study can concretely generalize for two points.
First, it evaluates a number of data mining techniques
by the given real-life classification problems. Second,
it suggests a new method based on GBGP, NSGA-II and
ensemble learning.",
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notes = "See also mphil Lingnan University
0945 hrs 15244 CEC2015",
- }
Genetic Programming entries for
Haibing Li
Man Leung Wong
Citations