A Bayesian Networks approach to Operational Risk

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 8, 2010, Pages 1721-1728

  Aquaro, V ^a,b   Bardoscia, M ^c,d   Bellotti, R ^c,d   Consiglio, A ^a   De Carlo, F ^d   Ferri, G ^c  

^a CARMA   (Italy)

^b Formit Servizi SpA   (Italy)

^c UNIVERSITY OF BARI   (Italy)

^d INFN SEZIONE DI BARI   (Italy)

Author keywords

Bayesian Networks; Complex systems; Different times correlations; Operational Risk; Time series; Value at risk

Indexed keywords

LARGE SCALE SYSTEMS; RISK MANAGEMENT; TIME SERIES; VALUE ENGINEERING;

COMPUTATIONAL PARADIGM; DIFFERENT-TIMES CORRELATIONS; DOMAIN EXPERTS; NETWORK TOPOLOGY; OPERATIONAL RISK MANAGEMENTS; OPERATIONAL RISKS; ORGANIZATIONAL STRUCTURES; VALUE AT RISK;

BAYESIAN NETWORKS;

EID: 74849095700     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.12.043     Document Type: Article

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