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M-score and F-score from the Financial Statement for Company Fraud Prediction

2023· article· en· W4386641256 on OpenAlexaff
Hanyu Xu, Wenqi Shi, Jingyu Xia, M.H. Carol Liu

Bibliographic record

VenueAdvances in Economics Management and Political Sciences · 2023
Typearticle
Languageen
FieldComputer Science
TopicImbalanced Data Classification Techniques
Canadian institutionsMcMaster University
Fundersnot available
KeywordsAccrualStatement (logic)Financial statementWork (physics)AccountingActuarial sciencePredictive modellingF1 scoreNet incomeIncome statementBusinessPsychologyBalance sheetComputer scienceAuditStatisticsArtificial intelligencePolitical scienceMathematicsEngineeringLaw

Abstract

fetched live from OpenAlex

This paper investigates the circumstances where M-score and F-score are predicted to find out company fraud from financial statement. The first part goes over the background information for company fraud by answering three questions. The second part introduces the important parameters cited in the research and calculation. The third part shows the result by providing charts and analysis. The last part summarizes this paper. The importance of these two scores is hypothesized to increase the public ability to be conscious of company fraud from hidden data and false statements. However, under specific circumstances, M-score and F-score are not reliable reflections of other parameters like net income and accruals. The results of the data analysis are consistent with our prediction. This work shows the importance of individual thinking as a result does not agree with the accuracy of the model. One of the most significant creative thoughts in this work is about how to break through the traditional blind faith in established model when the result does not follow the standards.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.060
Version: metacan-v3-hybrid-931329e0061cValidation 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: Empirical · Consensus signal: Empirical
Teacher disagreement score0.009
Threshold uncertainty score0.048

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.060
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0050.003
Science and technology studies0.0010.001
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0020.001
Insufficient payload (model declined to judge)0.0030.002

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 head0.032
GPT teacher head0.289
Teacher spread0.257 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2023
Admission routes1
Has abstractyes

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