DocumentCode
532031
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
Volume
8
fYear
2010
fDate
22-24 Oct. 2010
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/ICCASM.2010.5619332
Filename
5619332
Link To Document