SACM - United Kingdom

Permanent URI for this collectionhttps://drepo.sdl.edu.sa/handle/20.500.14154/9667

Browse

Search Results

Now showing 1 - 2 of 2
  • ItemRestricted
    Credit Card Fraud Prediction Using Machine Learning Model
    (University of Essex, 2024-08) Alanazi, Mohammed; Walton, Michael
    The widespread adoption of credit cards has significantly increased the frequency of fraudulent activities. This has resulted in considerable financial losses for both consumers and financial institutions. As the use of credit cards continues to grow, the challenge of protecting transactions against unauthorized access has become more serious than ever. This research focuses on creating a solution using machine learning to accurately and effectively identify fraudulent credit card transactions. It addresses the issue of uneven transaction data by employing advanced methods such as logistic regression, XGBoost, LightGBM, and a hybrid model. The research involves thorough data preparation, model development, and careful assessment using measures “such as accuracy, precision, recall, F1 score, and ROC AUC”. This research leverages sophisticated machine learning techniques and tackles the specific challenges associated with imbalanced data. The study aims to significantly enhance the detection of fraudulent transactions while reducing false positives. The ultimate goal is to boost the security of financial systems, thus providing better protection against fraud, and to improve trust and reliability in credit card transactions.
    44 0
  • ItemRestricted
    Enhancing Stock Price Prediction Using Machine Learning Models: A Comparative Study of SVM, LSTM, and GRU
    (University College London, 2024-08) AlMohamdy, Razan; Andrea, Ducci
    This study evaluates the effectiveness of three machine learning models—Support Vector Machine (SVM), Long Short-Term Memory (LSTM) networks, and Gated Recurrent Units (GRU)—in predicting the stock prices of Saudi Aramco. Using historical stock price data and technical indicators, the models were assessed based on their accuracy in both long-term and short-term predictions. The findings reveal that LSTM and GRU significantly outperform SVM, with LSTM showing superior performance in capturing long-term dependencies and GRU offering a balance between accuracy and computational efficiency. Specifically, LSTM achieved a Root Mean Squared Error (RMSE) of 0.0516 and a Mean Absolute Error (MAE) of 0.0323, while GRU recorded an RMSE of 0.0539 and an MAE of 0.0234. In contrast, SVM exhibited a much higher RMSE of 0.1712 and an MAE of 0.1079, indicating its struggles with market volatility. The 30-day prediction analysis further highlighted the strengths of LSTM and GRU in short-term forecasting, with both models maintaining an R² value above 0.993, while SVM lagged behind at 0.9332. Despite their advantages, the study identified limitations such as the exclusion of external economic factors and the models' varying effectiveness across different time horizons. These findings contribute to the growing field of financial forecasting, offering practical insights for investors and analysts on model selection. Future research is recommended to incorporate broader economic indicators, explore cross-market validation, and enhance the models' responsiveness to short-term market fluctuations.
    22 0

Copyright owned by the Saudi Digital Library (SDL) © 2024