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Record W4283741364 · doi:10.1002/for.2885

Predicting earnings management through machine learning ensemble classifiers

2022· article· en· W4283741364 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueJournal of Forecasting · 2022
Typearticle
Languageen
FieldComputer Science
TopicImbalanced Data Classification Techniques
Canadian institutionsSaint Mary's UniversityConcordia University
FundersSocial Sciences and Humanities Research Council of CanadaNew Brunswick Innovation Foundation
KeywordsArtificial intelligenceComputer scienceEnsemble forecastingSupport vector machineEnsemble learningMachine learningPrincipal component analysisRandom subspace methodContext (archaeology)Feature selectionPattern recognition (psychology)Classifier (UML)

Abstract

fetched live from OpenAlex

Abstract In this paper, we utilize six novel ensemble classifiers to predict earnings management (EM) in both its forms, accrual‐based earnings management (AEM) and real earnings management (REM), and then compare the EM prediction accuracy of wrapper feature selection (FS) and filtering FS techniques in the context of EM. Specifically, we integrate three well‐known filtering FS techniques (information gain [IG], principal component analysis [PCA], and relief [Re]) and three popular wrapper FS techniques (particle swarm optimization [PSO], genetic algorithm [GA], and artificial bee colony [ABC]) with the support vector machine (SVM) to generate our ensemble classifiers. We then assess the performance of each of the six ensemble classifiers to predict AEM and REM based on three criteria: type Ι error, type ΙΙ error, and average accuracy. The results show that the ABC‐SVM ensemble classifier outperforms the others in predicting both AEM and REM. We also find that, overall, wrapper FS ensemble classifiers outperform filtering FS ensemble classifiers in predicting AEM and REM and that it is more difficult for our ensemble classifiers to predict REM than to predict AEM. This paper contributes to the literature on EM prediction by introducing six new ensemble classifiers. It is also the first work (to the best of our knowledge) in the domain of ensemble classifiers' applications (a) to consider both REM and AEM in one context and to show that REM is more difficult to predict than AEM and (b) to compare the performance of wrapper and filtering FS techniques in the EM prediction setting.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.725
Threshold uncertainty score0.507

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0000.001
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.041
GPT teacher head0.256
Teacher spread0.215 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it