Multi-hierarchical Dynamic Bayesian Network Classifier for Operational Risk Early-warning

摘要：

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 multihierarchical 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.

关键词： dynamic bayesian network classifier operational risk early-warning

作者: Shuangcheng Wang Chao Yang Cuiping Leng

作者单位: School of Mathematics & Information, Shanghai Lixin University of Commerce Opening Economy & Trade R School of Mathematics & Information, Shanghai Lixin University of Commerce Shanghai, China

会议类型: 国际会议

会议名称: The 2010 International Conference on Computer Application and System Modeling(2010计算机应用与系统建模国际会议 ICCASM 2010)

会议地点: 太原

会议语种:英文

页码: 169-173

在线出版日期: 2010-10-22（万方平台首次上网日期，不代表论文的发表时间）