Bilgisayar Mühendisliği Bölümü Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.11779/1940

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Author: search.filters.author.Sayar, AlperenPublication Index: search.filters.publicationIndex.WoS

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  • Conference Object
    Predicting Credit Repayment Capacity With Machine Learning Models
    (Ieee, 2024-05-15) Filiz, Gozde; Bodur, Tolga; Yaslidag, Nihal; Sayar, Alperen; Çakar, Tuna
    This 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: 1
    Distinguishing Cognitive Processes: a Machine Learning Approach To Decode Fnirs Data for Third-Party Punishment and Credit Decision-Making
    (Ieee, 2024-05-15) 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.
  • Article
    Citation - WoS: 1
    Citation - Scopus: 1
    Understanding the Psychological and Financial Correlates for Consumer Credit Use;
    (Sosyoekonomi Society, 2024-01-31) Ertuğrul, Seyit; Sayar, Alperen; Şahin, Türkay; Çakar,Tuna; Ertuğru, Seyit
    This study investigated the behavioural and cognitive predictors of consumer credit usage to develop a behavioural credit risk assessment procedure for a factoring company. Participants completed surveys measuring personality traits, self-esteem, material and monetary values, compulsive and impulsive buying tendencies, self-control, and impulsiveness. Financial surveys also assessed financial literacy and knowledge of financial concepts. The results indicated that extraversion, conscientiousness, emotional stability, and experiential self-control were significant predictors of consumer credit usage. These findings suggest that a finance company can use these personality traits and financial characteristics to develop a more accurate and effective credit risk assessment procedure, such as psychometric tests. © 2024, Sosyoekonomi Society. All rights reserved.
  • Article
    Citation - WoS: 2
    Citation - Scopus: 4
    Unlocking the Neural Mechanisms of Consumer Loan Evaluations: an Fnirs and Mlbased Consumer Neuroscience Study
    (Frontiers Media SA, 2024-02-05) Girişken, Yener; Son, Semen; Demircioğlu, Esin Tuna; Filiz, Gözde; Çakar, Tuna; Ertuğrul, Seyit; Sayar, Alperen; Tuna, Esin; Son-Turan, Semen
    This 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
    Transaction Volume Estimation in Financial Markets With Lstm
    (IEEE, 2023-07-05) Bozkan, Tunahan; Çakar, Tuna; Ertuğrul, Seyit; Sayar, Alperen; Akçay, Ahmet
    In 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.
  • Conference Object
    Customer Segmentation and Churn Prediction via Customer Metrics
    (IEEE, 2022-05-15) 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.