Bilgisayar Mühendisliği Bölümü Koleksiyonu
Permanent URI for this collectionhttps://hdl.handle.net/20.500.11779/1940
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Conference Object Attention-Enhanced Dual-Head LSTM With Rich Feature Engineering for Risk-Adjusted Stock Return Forecasting(Institute of Electrical and Electronics Engineers Inc., 2025) Drias, Yassine; Çakar, Tuna; Ertugrul S.; Sayar A.; Benli H.; Makaroglu D.; Cakar T.; Benli, Harun; Gunes, Peri; Patel, Jay; Makaroglu, Didem; Sayar, Alperen; Cakar, Tuna; Ertugrul, Seyit; 02.02. Department of Computer Engineering; 02. Faculty of Engineering; 01. MEF UniversityStock return forecasting is a challenging task due to the complex, nonlinear, and volatile nature of financial markets. In this paper, we propose a comprehensive deep learning framework that integrates: a two-layer Long Short-Term Memory (LSTM) network augmented with a learnable attention mechanism, a dual-head output for simultaneous regression of next-day returns and classification of price direction, with an extensive suite of technical and macro-financial features. Our feature set comprises lagged log-returns, trend indicators (simple and exponential moving averages), momentum oscillators (RSI, MACD), volatility measures (rolling variance and GARCH conditional volatility), price bands (Bollinger Bands, Donchian channels), volume metrics (On-Balance Volume, Volume Rate of Change), Hidden Markov Model regime states, market index returns, and calendar effects. We train and validate the model using a rolling-window cross-validation scheme with early stopping and hyperparameter tuning to ensure temporal robustness. Empirical results on a large multi-stock dataset demonstrate that our attention-enhanced, dual-task LSTM outperforms single-task LSTMs and traditional machine learning benchmarks, achieving lower forecasting error and more stable generalization. © 2025 IEEE.Conference Object Graph Theory-Based Fraud Detection in Banking Check Transactions(Institute of Electrical and Electronics Engineers Inc., 2025) Drias, Yassine; Çakar, Tuna; Ertugrul S.; Sayar A.; Gunes P.; Seydioglu S.; Cakar T.; Gunes, Peri; Memis, Emir Cetin; Sayar, Alperen; Cakar, Tuna; Ertugrul, Seyit; Seydioglu, Sarper; Behsi, Zeynep; 02.02. Department of Computer Engineering; 02. Faculty of Engineering; 01. MEF UniversityTraditional banking fraud detection systems rely on rule-based approaches that analyze individual transactions in isolation, failing to capture complex relationship patterns indicative of coordinated fraud schemes such as check-kiting and artificial credit score manipulation. We p resent our study, a novel similarity-based graph theory approach that constructs weighted networks between check issuers using Jaccard Similarity Index and employs advanced graph analysis to identify suspicious entity clusters without requiring complete transaction relationship data. Our approach combines Jaccard Similarity Index for behavioral pattern analysis (addressing payee information unavailability) with comprehensive graph analysis including centrality measures, community detection, and anomaly identification. Through comprehensive evaluation on real banking data containing 458,399 transactions from 121,647 unique issuers - the largest confirmed dataset in fraud detection literature - we demonstrate the effectiveness of our methodology. Following parameter optimization using grid search methodology (similarity threshold: 0.55, risk percentile: 0.75), our study achieves competitive detection rates in optimal configurations with an average F1-score of 0.447 (±0.164) and peak performance reaching an F1-score of 0.557, while providing superior network topology analysis with 0.923 clustering coefficient. The system operates under significant data privacy constraints, lacking personal identification information (names, account numbers, IDs) and complete payee data. Despite these limitations, our study outperforms traditional approaches by leveraging similarity-based indirect relationships, and we project that performance could reach 85-95% levels with complete data access. © 2025 IEEE.Conference Object Predicting Credit Repayment Capacity With Machine Learning Models(Ieee, 2024) Filiz, Gozde; Çakar, Tuna; Yaslidag, Nihal; Sayar, Alperen; Çakar, Tuna; 02.02. Department of Computer Engineering; 02. Faculty of Engineering; 01. MEF UniversityThis study examines the transformation in the financial services sector, particularly in banking, driven by the rapid development of technology and the widespread use of big data, and its impact on credit prediction processes. The developed credit prediction model aims to more accurately predict customers' credit repayment capacities. In pursuit of this goal, demographic and financial data along with credit histories of customers have been utilized to employ data preprocessing techniques and test various classification algorithms. Findings indicate that models developed with XGBoost and CATBoost algorithms exhibit the highest performance, while the effective use of feature engineering techniques is revealed to enhance the model's accuracy and reliability. The research highlights the potential for financial institutions to gain a competitive advantage in risk management and customer relationship management by leveraging machine learning models.Conference Object Citation - Scopus: 1Distinguishing Cognitive Processes: a Machine Learning Approach To Decode Fnirs Data for Third-Party Punishment and Credit Decision-Making(Ieee, 2024) Filiz, Gozde; Çakar, Tuna; Son Turan, Semen; Ertugrul, Seyit; Sahin, Turkay; Akyurek, Guclu; Çakar, Tuna; 02.02. Department of Computer Engineering; 04.03. Department of Business Administration; 02. Faculty of Engineering; 04. Faculty of Economics, Administrative and Social Sciences; 01. MEF UniversityFunctional 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.Conference Object Citation - Scopus: 3Grafraud: Fraud Detection Using Graph Databases and Neural Networks(IEEE, 2023) Raina, Ajeet Singh; Çakar, Tuna; Ertuğrul, Seyit; Arslan, Şuayip; Sayar, Alperen; 02.02. Department of Computer Engineering; 02. Faculty of Engineering; 01. MEF UniversityThe issue of fraud has become a significant concern for many companies, particularly in the finance sector, but the traditional methods of detecting fraud are no longer adequate. Innovative technologies are necessary to identify complex fraudulent activities, and RedisGraph, a high-performance graph database, may offer a solution. With the assistance of neural networks, RedisGraph can accurately and efficiently detect fraudulent transactions in vast and intricate environments. Companies typically use a combination of Python and Oracle Databases to design fraud detection systems. which provide robust data management and real time AI processing capabilities. These technologies allow to create fraud detection systems that can determine fraudulent activities in real-time. But according to advancements of fraud methods only using of these systems not efficient nowadays. This article presents a proof of concept based on an essential use case of RedisGraph-powered neural networks in detecting financial fraud. It demonstrates the value of carefully employing Python and Oracle Database to construct and deploy real-time systems that can efficiently detect fraudulent activities.Article Citation - WoS: 2Citation - Scopus: 4Unlocking the Neural Mechanisms of Consumer Loan Evaluations: an Fnirs and Mlbased Consumer Neuroscience Study(Frontiers Media SA, 2024) Girişken, Yener; Son Turan, Semen; Çakar, Tuna; Filiz, Gözde; Çakar, Tuna; Ertuğrul, Seyit; Sayar, Alperen; Tuna, Esin; Son-Turan, Semen; 02.02. Department of Computer Engineering; 04.03. Department of Business Administration; 02. Faculty of Engineering; 04. Faculty of Economics, Administrative and Social Sciences; 01. MEF UniversityThis study conducted a comprehensive exploration of the neurocognitive processes underlying consumer credit decision-making using cutting-edge techniques from neuroscience and artificial intelligence (AI). Employing functional Near-Infrared Spectroscopy (fNIRS), the research examines the hemodynamic responses of participants while evaluating diverse credit offers. The study integrates fNIRS data with advanced AI algorithms, specifically Extreme Gradient Boosting, CatBoost, and Light Gradient Boosted Machine, to predict participants' credit decisions based on prefrontal cortex (PFC) activation patterns. Findings reveal distinctive PFC regions correlating with credit behaviors, including the dorsolateral prefrontal cortex (dlPFC) associated with strategic decision-making, the orbitofrontal cortex (OFC) linked to emotional valuations, and the ventromedial prefrontal cortex (vmPFC) reflecting brand integration and reward processing. Notably, the right dorsomedial prefrontal cortex (dmPFC) and the right vmPFC contribute to positive credit preferences. This interdisciplinary approach bridges neuroscience and finance, offering unprecedented insights into the neural mechanisms guiding financial choices. The study's predictive model holds promise for refining financial services and illuminating human financial behavior within the burgeoning field of neurofinance. The work exemplifies the potential of interdisciplinary research to enhance our understanding of human financial decision-making.Conference Object Citation - Scopus: 1Enhancing Quality Control in Plastic Injection Production: Deep Learning-Based Detection and Classification of Defects(IEEE, 2023) Mutlu, İsmail; Çakar, Tuna; Çakar, Tuna; Yıldız, Ahmet; Sayar, Alperen; Şimsek, Kamil; Tunalı, Mustafa Mert; 02.02. Department of Computer Engineering; 02. Faculty of Engineering; 01. MEF UniversityThis study investigates the applicability of diverse deep learning techniques in detecting and classifying defects within plastic injection manufacturing processes. The findings derived from the models yield several feasible solutions that hold potential practical implications. Notably, the implementation of the Xception model as a classification framework presents a potential domain for enhancing quality control procedures. The developed models, trained on the prepared data sets, provide compelling evidence for the potential utilization of artificial intelligence technologies in the manufacturing industry. Consequently, this study represents a noteworthy contribution to the limited yet auspicious academic research in the field.Conference Object Citation - Scopus: 3Segmentation for Factoring Customers: Using Unsupervised Machine Learning Algorithms(IEEE, 2023) Yalçuva, Berat; Akçay, Ahmet; Çakar, Tuna; Çakar, Tuna; Sayar, Alperen; Ayyıldız, Nur Seher; 02.02. Department of Computer Engineering; 02. Faculty of Engineering; 01. MEF UniversityNowadays the fact that technology facilitates data collection is an important opportunity, as well as making the management of all this data difficult and makes no sense unless it is well processed. This stored data is extremely important, and companies use data provided by their customers. Catching the needs of the customer profiles of the changing world is now a necessity and takes the first place for companies. With the increase in the amount of stored data over time, it has become difficult to establish a relationship between the data and to separate them from each other. At this point, machine learning methods have become more involved in our lives. In this study, what segmentation is and its change over the years are mentioned. It has been mentioned which machine learning techniques will be useful in data selection. Then, possible machine learning methods are shown in real life segmentation problem by using the domestic factoring company’s customer check data. Since this study aims to group unlabeled data, unsupervised learning techniques are emphasized. Among these methods, Hierarchical Clustering, DBSCAN, Gaussian Mixture Modeling methods, Fuzzy c- Means were used as well as the most popular K-Means algorithm. When the clustering results were examined, the optimal number of clusters was calculated very high with GMM, DBSCAN could not assign clusters, and Hierarchical clustering could not produce expected results. It was observed that the best results were obtained with the K-Means and Fuzzy c - Means algorithms.Conference Object Citation - Scopus: 6High-Performance Real-Time Data Processing: Managing Data Using Debezium, Postgres, Kafka, and Redis(IEEE, 2023) Çakar, Tuna; Çakar, Tuna; Arslan, Şuayip; Sayar, Alperen; Akçay, Ahmet; 02.02. Department of Computer Engineering; 02. Faculty of Engineering; 01. MEF UniversityThis research focuses on monitoring and transferring logs of operations performed on a relational database, specifically PostgreSQL, in real-time using an event-driven approach. The logs generated from database operations are transferred using Apache Kafka, an open-source message queuing system, and Debezium running on Kafka, to Redis, a non-relational (No-SQL) key-value database. Time-consuming query operations and read operations are performed on Redis, which operates on memory (in-memory), instead of on the primary database, PostgreSQL. This approach has significantly improved query execution performance, data processing time, and backend service performance. The study showcases the practical application of an event-driven approach using Debezium, Kafka, Redis, and relational databases for real-time data processing and querying.Conference Object Transaction Volume Estimation in Financial Markets With Lstm(IEEE, 2023) Bozkan, Tunahan; Çakar, Tuna; Ertuğrul, Seyit; Sayar, Alperen; Akçay, Ahmet; 02.02. Department of Computer Engineering; 02. Faculty of Engineering; 01. MEF UniversityIn this study, it was aimed to determine the transaction volume that will be encountered in the future (hourly) in the factoring sector, and then to take financial and operational action early. For the study, the LSTM model, which is a kind of recurrent neural network (RNN) that can capture long and short-term dependencies, was applied by using data-driven approaches to estimate the check amounts of hourly transactions. As a result of the results, it was aimed to increase the operational efficiency in a broad scope by allowing the factoring company to determine the loan amounts to be obtained from banks in the most optimal way, and then to take early action within the scope of both the workforce and business management of the financial resource allocation management process and operational activities. MAPE score was used as a measure of error in the time series analysis model. MAPE scores were found as %5.05 for 30 days, %4.18 for 10 days, %3.47 for 5 days, %3.09 for 3 days and %1.83 for 1 day. According to the MAPE scores calculated for different days, the enterprise will be able to decide on the loan to be drawn from banks both in terms of time and amount, and the necessary action will be taken.