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Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events.

Alejandro PeñaAlejandro PatinoFrancisco ChiclanaFabio CaraffiniMario A. GóngoraJuan David Gonzalez-RuizEduardo Duque-Grisales
Published in: Appl. Soft Comput. (2021)
Keyphrases
  • deep learning
  • operational risk
  • probabilistic model
  • multi source
  • fuzzy sets
  • risk management
  • expert systems
  • deep belief networks
  • databases
  • decision making
  • viewpoint