A Multi-objective Rule Optimizer with an Application to Risk Management.
Pietari PulkkinenNeetesh TiwariAkhil KumarChristopher JonesPublished in: ICMLA (2018)
Keyphrases
- risk management
- multi objective
- optimization algorithm
- multi objective optimization
- evolutionary algorithm
- risk evaluation
- decision support system
- risk assessment
- risk analysis
- operational risk
- multiple objectives
- genetic algorithm
- objective function
- commercial banks
- information security management
- risk factors
- bi objective
- nsga ii
- portfolio optimization
- association rules
- databases
- financial markets
- software projects
- project management
- financial institutions
- evaluation method
- data model
- neural network