Assessing Risk of Enterprise Bankruptcy by Indicators of Financial and Economic Activity Using Bayesian Networks.
Sergiy GnatyukDinara OspanovaVolodymyr LytvynenkoZhazira AmirgaliyevaNurali Nabot ShohiyonPublished in: CITRisk (2021)
Keyphrases
- financial risk
- bayesian networks
- credit risk
- financial crisis
- risk management
- chance discovery
- financial data
- investment decisions
- early warning
- financial distress
- risk analysis
- bankruptcy prediction
- portfolio optimization
- financial ratios
- decision making
- evaluation method
- economic growth
- credit scoring
- conditional independence
- human activities
- stock market
- risk assessment
- financial markets
- learning bayesian networks
- commercial banks
- knowledge management
- inference in bayesian networks
- corporate governance
- decision support system
- panel data
- naive bayes
- probability distribution
- listed companies
- fraud detection
- structure learning
- expert knowledge
- probabilistic inference
- enterprise architecture
- graphical models
- hidden variables
- credit card