A Bayesian Networks Approach to Operational Risk
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- Aquaro, V. & Bardoscia, M. & Bellotti, R. & Consiglio, A. & De Carlo, F. & Ferri, G., 2010. "A Bayesian Networks approach to Operational Risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1721-1728.
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- Jia, Xiaoliang & An, Haizhong & Sun, Xiaoqi & Huang, Xuan & Gao, Xiangyun, 2016. "Finding the multipath propagation of multivariable crude oil prices using a wavelet-based network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 331-344.
- Wang, Zongrun & Wang, Wuchao & Chen, Xiaohong & Jin, Yanbo & Zhou, Yanju, 2012. "Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks," Economic Modelling, Elsevier, vol. 29(6), pages 2095-2103.
- Francisco Venegas-Martínez & José Francisco Martínez-Sánchez & María Teresa V. Martínez-Palacios, 2016. "An analysis on operational risk in international banking: A Bayesian approach (2007–2011)," ESTUDIOS GERENCIALES, UNIVERSIDAD ICESI, vol. 32(140), pages 208-220, September.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-26 (All new papers)
- NEP-CMP-2009-09-26 (Computational Economics)
- NEP-RMG-2009-09-26 (Risk Management)
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