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Record W4406203384 · doi:10.61091/jcmcc123-24

Deep Learning Model Based Research on Anomaly Detection and Financial Fraud Identification in Corporate Financial Reporting Statements

2024· article· en· W4406203384 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.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueJournal of Combinatorial Mathematics and Combinatorial Computing · 2024
Typearticle
Languageen
FieldComputer Science
TopicImbalanced Data Classification Techniques
Canadian institutionsnot available
Fundersnot available
KeywordsFinancial statementAnomaly detectionAuditArtificial neural networkAutoencoderAccountingArtificial intelligenceComputer scienceFinancial ratioAnomaly (physics)Identification (biology)F1 scoreMachine learningFinanceData miningBusiness

Abstract

fetched live from OpenAlex

Financial frauds, often executed through asset transfers and profit inflation, aim to reduce taxes and secure credits. To enhance the accuracy and efficiency of accounting data auditing, this study proposes an anomaly detection scheme based on a deep autoencoder neural network. Financial statement entries are extracted from the accounting information system, and global and local anomaly features are defined based on the attribute values of normal and fraudulent accounts, corresponding to individual and combined anomaly attribute values. The AE network is trained to identify anomalies using account attribute scores. Results demonstrate classification accuracies of 91.7%, 90.3%, and 90.9% for sample ratios of 8:2, 7:3, and 6:4, respectively. The precision, recall, and F1 score reach 90.85%, 90.77%, and 90.81%, respectively. Training takes 95.81ms, with recognition classification requiring only 0.02ms. The proposed deep neural network achieves high recognition accuracy and speed, significantly improving the detection of financial statement anomalies and fraud.

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)0.009
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.604
Threshold uncertainty score0.906

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0090.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.000
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 head0.082
GPT teacher head0.357
Teacher spread0.276 · 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