Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events
Alejandro Peña, Alejandro Patiño, Francisco Chiclana, Fabio Caraffini, Mario Góngora, Juan David González-Ruíz, Eduardo Alexander Duque Grisales
Topics & Concepts
Basel IIComputer scienceOperational riskFuzzy logicRisk managementRisk analysis (engineering)CredibilityCapital requirementArtificial intelligenceBusinessFinanceEconomicsLawPolitical scienceMicroeconomicsIncentiveImbalanced Data Classification TechniquesFinancial Distress and Bankruptcy PredictionStock Market Forecasting Methods