Mutual Information Based Copulas to Aggregate Banking Risks.
Shanli YiJianping LiXiaoqian ZhuJichuang FengPublished in: BIFE (2012)
Keyphrases
- risk management
- financial institutions
- banking services
- mutual information
- image registration
- decision making
- risk assessment
- aggregation functions
- financial services
- risk analysis
- database
- commercial banks
- aggregate data
- driving forces
- neural network
- marginal distributions
- feature selection
- search engine
- customer churn
- handling uncertainty