Journal article 552 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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URI: | https://cronfa.swan.ac.uk/Record/cronfa60907 |
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2022-09-23T11:22:24.5946998 v2 60907 2022-08-28 Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events d0b8d4e63d512d4d67a02a23dd20dfdb 0000-0001-9199-7368 Fabio Caraffini Fabio Caraffini true false 2022-08-28 SCS Journal Article Applied Soft Computing 107 107381 Elsevier BV 1568-4946 Financial modeling; Stochastic modeling; Fuzzy Cognitive Maps; Log–logistic activation function; Financial scenarios; Project finance 1 8 2021 2021-08-01 10.1016/j.asoc.2021.107381 COLLEGE NANME Computer Science COLLEGE CODE SCS Swansea University 2022-09-23T11:22:24.5946998 2022-08-28T19:11:36.4787384 Faculty of Science and Engineering School of Mathematics and Computer Science - Computer Science Alejandro Pena 1 Alejandro Patino 0000-0002-8971-3263 2 Francisco Chiclana 3 Fabio Caraffini 0000-0001-9199-7368 4 Mario Gongora 0000-0002-7135-2092 5 Juan David Gonzalez-Ruiz 0000-0003-4425-7687 6 Eduardo Duque-Grisales 0000-0001-8292-7229 7 |
title |
Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events |
spellingShingle |
Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events Fabio Caraffini |
title_short |
Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events |
title_full |
Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events |
title_fullStr |
Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events |
title_full_unstemmed |
Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events |
title_sort |
Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events |
author_id_str_mv |
d0b8d4e63d512d4d67a02a23dd20dfdb |
author_id_fullname_str_mv |
d0b8d4e63d512d4d67a02a23dd20dfdb_***_Fabio Caraffini |
author |
Fabio Caraffini |
author2 |
Alejandro Pena Alejandro Patino Francisco Chiclana Fabio Caraffini Mario Gongora Juan David Gonzalez-Ruiz Eduardo Duque-Grisales |
format |
Journal article |
container_title |
Applied Soft Computing |
container_volume |
107 |
container_start_page |
107381 |
publishDate |
2021 |
institution |
Swansea University |
issn |
1568-4946 |
doi_str_mv |
10.1016/j.asoc.2021.107381 |
publisher |
Elsevier BV |
college_str |
Faculty of Science and Engineering |
hierarchytype |
|
hierarchy_top_id |
facultyofscienceandengineering |
hierarchy_top_title |
Faculty of Science and Engineering |
hierarchy_parent_id |
facultyofscienceandengineering |
hierarchy_parent_title |
Faculty of Science and Engineering |
department_str |
School of Mathematics and Computer Science - Computer Science{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Computer Science |
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0 |
active_str |
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published_date |
2021-08-01T04:19:24Z |
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1763754287684386816 |
score |
11.021648 |