Інформаційна система для моделювання та оцінювання фінансових операційних ризи-ків за допомогою байєсівської мережі
The problem of financial operational risks using Bayesian network was considered. The causes for operational risks in financial institutions were studied. It was shown that an urgent task for such an organization was development and implementation of financial risks management systems on the basis o...
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| Datum: | 2015 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | Ukrainisch |
| Veröffentlicht: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2015
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| Online Zugang: | http://journal.iasa.kpi.ua/article/view/53261 |
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| Назва журналу: | System research and information technologies |
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System research and information technologies| Zusammenfassung: | The problem of financial operational risks using Bayesian network was considered. The causes for operational risks in financial institutions were studied. It was shown that an urgent task for such an organization was development and implementation of financial risks management systems on the basis of modern models constructed with data mining techniques. A methodology was provided for constructing models in the form of Bayesian network using mutual information for the variables involved and the structure quality criterion based on the description of a minimum length network. Also, the information processing system has been developed for mathematical modeling and estimation of financial risks that uses statistical data and expert estimates as inputs for model building. |
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