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Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events

Alejandro Pena, Alejandro Patino Orcid Logo, Francisco Chiclana, Fabio Caraffini Orcid Logo, Mario Gongora Orcid Logo, Juan David Gonzalez-Ruiz Orcid Logo, Eduardo Duque-Grisales Orcid Logo

Applied Soft Computing, Volume: 107, Start page: 107381

Swansea University Author: Fabio Caraffini Orcid Logo

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DOI (Published version): 10.1016/j.asoc.2021.107381

Published in: Applied Soft Computing
ISSN: 1568-4946
Published: Elsevier BV 2021
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URI: https://cronfa.swan.ac.uk/Record/cronfa60907
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first_indexed 2022-09-23T10:22:17Z
last_indexed 2023-01-13T19:21:23Z
id cronfa60907
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spelling 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
document_store_str 0
active_str 0
published_date 2021-08-01T04:19:24Z
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score 11.036706

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