An integrated inverse adaptive neural fuzzy system with Monte-Carlo sampling method for operational risk management.
Alejandro PeñaIsis BonetChristian LochmullerFrancisco ChiclanaMario A. GóngoraPublished in: Expert Syst. Appl. (2018)
Keyphrases
- monte carlo
- risk management
- neural fuzzy
- matrix inversion
- fuzzy systems
- neuro fuzzy
- decision support system
- fuzzy inference system
- monte carlo simulation
- risk evaluation
- adaptive sampling
- importance sampling
- markov chain
- risk assessment
- operational risk
- light transport
- monte carlo tree search
- fuzzy logic
- software projects
- commercial banks
- markovian decision
- project management
- particle filter
- decision making
- neural network
- financial institutions
- source code
- rough sets
- computational intelligence
- artificial intelligence
- data mining