Credit risk modeling using bayesian networks

International Journal of Intelligent Systems

Volumn 25, Issue 4, 2010, Pages 326-344

  Pavlenko, Tatjana ^a   Chernyak, Oleksandr ^b  

^a STOCKHOLM UNIVERSITY   (Sweden)

^b TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

Author keywords

[No Author keywords available]

Indexed keywords

ATTRACTIVE SOLUTIONS; BANKING INDUSTRY; BAYESIAN NETWORK MODELS; BUSINESS LINKS; CONCENTRATION OF; CREDIT RISK MODELING; CREDIT RISKS; GRAPH STRUCTURES; MODEL ASSESSMENT; MUTUAL INFORMATIONS; PROBABILISTIC GRAPHS; QUANTITATIVE LINKS; RELIABLE MODELS; RISK EXPOSURE; TESTING ANALYSIS; UNCERTAIN KNOWLEDGE;

CONCENTRATION (PROCESS); DISTRIBUTED PARAMETER NETWORKS; INFERENCE ENGINES; INTELLIGENT NETWORKS; KNOWLEDGE BASED SYSTEMS; RISK ASSESSMENT; RISK MANAGEMENT; SPEECH RECOGNITION; STATISTICAL TESTS; TREES (MATHEMATICS);

BAYESIAN NETWORKS;

EID: 77951060111     PISSN: 08848173     EISSN: 1098111X     Source Type: Journal    
DOI: 10.1002/int.20410     Document Type: Article

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