Browsing by Author "Ertugrul, Seyit"

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Yapay Öğrenme Tabanlı Mikrofaktoring Skorlama Modeli ve Kredi Risk Yönetim Sistemi Geliştirilmesi
(Institute of Electrical and Electronics Engineers Inc., 2025) Sayar, Alperen; Ates, Yigit; Ertugrul, Seyit; Turan, Elif Naz; Drias, Yassine; Çakar, Tuna
Credit scoring systems are critical tools used by factoring institutions to assess the credit risks of SME businesses seeking microloans. This study presents a comprehensive predictive modeling framework that achieves 82.67% ROC-AUC with 65.34% Gini score on test data, demonstrating robust discriminative capability despite significant class imbalance. Our ensemble approach outperforms individual boosting models by leveraging their complementary strengths in payment behavior analysis and fraud detection. The raw data was cleaned, transformed, and optimized using the Polars library, with specialized features for detecting fraud patterns and time-based risk indicators. When implementing a score threshold of 950, our model significantly improves the detection of non-performing loans (NPL) compared to traditional rule-based approaches by reducing the net deficit from 6.59% to 2.62%. When applied to previously rejected applications, the model projects a potential 762.57% increase in transaction count and 747.05% growth in transaction volume. © 2025 Elsevier B.V., All rights reserved.
Customer Segmentation and Churn Prediction via Customer Metrics
(IEEE, 2022) Bozkan, Tunahan; Cakar, Tuna; Sayar, Alperen; Ertugrul, Seyit
In this study, it is aimed to predict whether customers operating in the factoring sector will continue to trade in the next three months after the last transaction date, using data-driven machine learning models, based on their past transaction movements and their risk, limit and company data. As a result of the models established, Loss Analysis (Churn) of two different customer groups (Real and Legal factory) was carried out. It was estimated by the XGBoost model with an F1 Score of 74% and 77%. Thanks to this modeling, it was aimed to increase the retention rate of customers through special promotions and campaigns to be made to these customer groups, together with the prediction of the customers who will leave. Thanks to the increase in retention rates, a direct contribution to the transaction volume on a company basis was ensured.
Citation - Scopus: 1
Modeling Consumer Creditworthiness Via Psychometric Scale and Machine Learning
(IEEE, 2022) Çakar, Tuna; Ertugrul, Seyit; Sayar, Alperen; Sahin, Türkay; Bozkan, Tunahan
Although the predictive power of economic metrics to detect the creditworthiness of the customers is high, there is a rising interest in the integration of cognitive, psychological, behavioral, alternative, and demographic data into credit risk systems and processing the data through modern methods. The primary motivation for the rising interest is increased customer classification accuracy. In this research, customer creditworthiness was modeled through data consisting of personality, money attitudes, impulsivity, self-esteem, self-control, and material values and processed through artificial intelligence. The obtained findings have been evaluated as a reference point for the following research. © 2022 IEEE.
Citation - Scopus: 1
Distinguishing Cognitive Processes: a Machine Learning Approach To Decode Fnirs Data for Third-Party Punishment and Credit Decision-Making
(Ieee, 2024) Filiz, Gozde; Son, Semen; Sayar, Alperen; Ertugrul, Seyit; Sahin, Turkay; Akyurek, Guclu; Çakar, Tuna
Functional near-infrared spectroscopy (fNIRS) has seen increasingly widespread use in examining brain activity and cognitive processes. However, the existing literature provides insufficient information on distinguishing between different decision-making mechanisms. This study explores the application of fNIRS in differentiating between two distinct decision-making processes: third-party punishment decisions and credit decisions. The research includes analyzing fNIRS data collected during these processes and classifying the associated neural patterns using machine learning. The findings reveal that fNIRS, in conjunction with ML, holds substantial potential to enhance the depth of understanding of decision-making processes in neuroscience research.