Title :
Multi-hierarchical dynamic Bayesian network classifier for operational risk early-warning
Author :
Wang, Shuangcheng ; Yang, Chao ; Leng, Cui Ping
Author_Institution :
Sch. of Math. & Inf., Shanghai Lixin Univ. of Commerce, Shanghai, China
Abstract :
At present, the methods of risk warning emphasize static function dependency or dynamic propagation of time series so that the static and dynamic information can not be consistently combined. In this paper, a dynamic multi-hierarchical Bayesian network classifier is developed for warning operational risk. And an example is presented to explain the process of operational risk early-warning and method of contribute analysis to risk rank forecast. This model has universality and can be widely used to the risk warning of other domain.
Keywords :
belief networks; economic forecasting; financial data processing; pattern classification; risk analysis; time series; multihierarchical dynamic Bayesian network classifier; operational risk early warning; risk rank forecast; static function dependency; time series; Educational institutions; classifier; dynamic Bayesian network; early-warning; operational risk;
Conference_Titel :
Computer Application and System Modeling (ICCASM), 2010 International Conference on
Conference_Location :
Taiyuan
Print_ISBN :
978-1-4244-7235-2
Electronic_ISBN :
978-1-4244-7237-6
DOI :
10.1109/ICCASM.2010.5619332