Journal article 605 views
Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events
Alejandro Pena,
Alejandro Patino ,
Francisco Chiclana,
Fabio Caraffini ,
Mario Gongora ,
Juan David Gonzalez-Ruiz ,
Eduardo Duque-Grisales
Applied Soft Computing, Volume: 107, Start page: 107381
Swansea University Author: Fabio Caraffini
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DOI (Published version): 10.1016/j.asoc.2021.107381
Abstract
Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events
Published in: | Applied Soft Computing |
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ISSN: | 1568-4946 |
Published: |
Elsevier BV
2021
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Online Access: |
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URI: | https://cronfa.swan.ac.uk/Record/cronfa60907 |
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Keywords: |
Financial modeling; Stochastic modeling; Fuzzy Cognitive Maps; Log–logistic activation function; Financial scenarios; Project finance |
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College: |
Faculty of Science and Engineering |
Start Page: |
107381 |