Assessing Risk of Enterprise Bankruptcy by Indicators of Financial and Economic Activity Using Bayesian Networks.
Peter BidyukLiudmyla PetrenkoNataliia SavinaTetyana IvchenkoMariia VoronenkoPublished in: CITRisk (2020)
Keyphrases
- financial risk
- bayesian networks
- credit risk
- financial crisis
- financial data
- risk management
- chance discovery
- investment decisions
- financial ratios
- early warning
- financial distress
- bankruptcy prediction
- risk analysis
- portfolio optimization
- economic growth
- listed companies
- financial markets
- decision making
- risk assessment
- evaluation method
- credit scoring
- economic development
- human activities
- information management
- graphical models
- stock market
- probabilistic model
- structure learning
- probability distribution
- financial information
- cash flow
- conditional independence
- exchange rate
- portfolio management
- commercial banks
- conditional probabilities
- inference in bayesian networks
- activity recognition
- random variables
- probabilistic inference
- competitive advantage
- knowledge management
- risk factors