Title :
Ontology Based Multi-agent System for Financial Systemic Risk Management
Author :
Ye, Kang ; Wang, Shanshan ; Wang, Huaiqing ; Miao, Baiqi
Author_Institution :
Manage. Sch., Univ. of Sci. & Technol. of China, Hefei
Abstract :
Systemic risk refers to the risk or probability of breakdown (losses) in individual parts of components and is evidenced by co-movements (correlation) among most or all parts . The typical case is the subprime mortgage crisis which began in Feb 2007 and hasnpsilat finished yet, brings big loss to nearly all the financial institutions around the world. In this paper, ontology for systemic risk management in financial institutions is proposed and then an ontology based multi agent system is designed to support decision making for systemic risk management in financial institutions.
Keywords :
decision making; financial data processing; financial management; multi-agent systems; ontologies (artificial intelligence); risk management; decision making; financial institution; financial systemic risk management; multi agent system; ontology; probability; Collaboration; Educational technology; Electric breakdown; Intelligent agent; Loans and mortgages; Management training; Multiagent systems; OWL; Ontologies; Risk management; Agent; Multiagent System; Ontology; Systemic Risk Management;
Conference_Titel :
Education Technology and Training, 2008. and 2008 International Workshop on Geoscience and Remote Sensing. ETT and GRS 2008. International Workshop on
Conference_Location :
Shanghai
Print_ISBN :
978-0-7695-3563-0
DOI :
10.1109/ETTandGRS.2008.345
