Bound Dynamic Bayesian Network Classifierfor Enterprise Operational Risk Evaluation

摘要：

The current risk evaluation method general presumes mutually independent indexes at the same level and realizes class evaluation by 1 weighing sum and interval division of the results. But in reality the indexes on the same level are not mutually independent and the relation bet different indexes is not linear. Through nodes ordering and local scoring, the thesis tries to set up the bound dynamic Bayesian network class Enterprise operational risk evaluation on the basis on such classifier can effectively avoid the aforesaid problems and provide new thoughts and met for intelligent and scientific risk evaluation of enterprise operation.

关键词： Bound Dynamic Bayesian Network Risk Evaluation Operational Risk Structure Learning

作者: Wang Shuang-Cheng Xu Guang-Lin Shao Jun

作者单位: School of Mathematics & Information, Shanghai Lixin University of Commerce, Shanghai, 201620, China School of Mathematics & Information, Shanghai Lixin University of Commerce, Shanghai, 201620, China School of Accounting and Finance, Shanghai Lixin University of Commerce, Shanghai, 201620, China

会议类型: 国际会议

会议名称: The 22nd China Control and Decision Conference(2010年中国控制与决策会议)

会议地点: 徐州

会议语种:英文

页码: 3793-3797

在线出版日期: 2010-05-26（万方平台首次上网日期，不代表论文的发表时间）