shuqi-mo/frauddetectionbycusboost

FraudDetectionByCUSBoost

This repository contain dataset, codes and experiment result for the undergraduate thesis.

Dataset Description

• Dataset: uscecchini28.csv

• The origin dataset is from https://github.com/JarFraud/FraudDetection

  Yang Bao, Bin Ke, Bin Li, Julia Yu, and Jie Zhang (2020). Detecting Accounting Fraud in Publicly Traded U.S. Firms Using a Machine Learning Approach. Journal of Accounting Research, 58 (1): 199-235.

• This dataset contains 28 direct financial variables from the financial statement and a "misstate" mark for AAER database

Code Description

• AdaBoost: adaBoost.py
• RUSBoost: rus_sampling.py, rusboost.py
• CUSBoost: cus_sampling.py, cusboost.py
• run.py: run and evaluate the algorithm

Experiment Result

• test.ipynb

Document

• A mini paper (in English): mini_paper.pdf
• Slide (in Chinese): oral defense slide.pdf