• 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