Financial Fraud Detection: Multi-Objective Genetic Programming with Grammars and Statistical Selection Learning

Using Genetic Algorithm in Solving Stochastic Programming for Multi-Objective Portfolio Selection in Tehran Stock Exchange

Investor decision making has always been affected by two factors: risk and returns. Considering risk, the investor expects an acceptable return on the investment decision horizon. Accordingly, defining goals and constraints for each investor can have unique prioritization. This paper develops several approaches to multi criteria portfolio optimization. The maximization of stock returns, the pow...

A multi-objective programming perspective to statistical learning problems

A hybrid model based on machine learning and genetic algorithm for detecting fraud in financial statements

Financial statement fraud has increasingly become a serious problem for business, government, and investors. In fact, this threatens the reliability of capital markets, corporate heads, and even the audit profession. Auditors in particular face their apparent inability to detect large-scale fraud, and there are various ways to identify this problem. In order to identify this problem, the majori...

Multi-objective Genetic Programming for Multiple Instance Learning

This paper introduces the use of multi-objective evolutionary algorithms in multiple instance learning. In order to achieve this purpose, a multi-objective grammar-guided genetic programming algorithm (MOG3P-MI) has been designed. This algorithm has been evaluated and compared to other existing multiple instance learning algorithms. Research on the performance of our algorithm is carried out on...

Credit Card Fraud Detection using Data mining and Statistical Methods

Due to today’s advancement in technology and businesses, fraud detection has become a critical component of financial transactions. Considering vast amounts of data in large datasets, it becomes more difficult to detect fraud transactions manually. In this research, we propose a combined method using both data mining and statistical tasks, utilizing feature selection, resampling and cost-...