期刊文献+

基于专家规则的遗传算法对商业银行操作风险预测 被引量:2

Forecasting The Operational Risk Of Commercial Bank Based on Experts' Rules of Genetic Algorithms
下载PDF
导出
摘要 因为银行自身的操作失误而引发银行经济严重的损失,商业银行的操作风险正在被关注并被重视.本文重点分析了运用数据挖掘技术来预测商业银行操作风险显著性方面的研究.通过运用结合专家规则的遗传算法来说明遗传算法在预测商业银行操作风险预测的可行性.
出处 《中国管理科学》 CSSCI 2005年第z1期176-180,共5页 Chinese Journal of Management Science
基金 重庆市高校骨干教师支助计划 国家自然科学基金资助项目(70371030)
  • 相关文献

参考文献12

  • 1[1]Jose Lopez.What is Operational Risk?[J].FRBSF Economic Letters,2002,2,January 25.
  • 2[2]Silvan EbnOther,Paolo Vanini,Alexander McNeil,and Pierre Antolinez-Fehr.Operational Risk:A Practitioner's View[Z].2002,October ll,http://www.ssrn.com.
  • 3[3]Georges Hflbner,Jean-Philippe Peters,Sevefine Plunus.Measuring operational risk in financial institutions-Contribution of credit risk modeling[Z],2005,March,http://www.ssrn.com.
  • 4[4]Markus Leippold,Paolo Vanini.The Quantification of Operational Risk[Z].The Version:2003,November 3,http://www.ssrn.Com.
  • 5全登华.利用极值理论计量银行操作风险[J].统计与决策,2002,18(3):46-46. 被引量:12
  • 6田玲,蔡秋杰.中国商业银行操作风险度量模型的选择与应用[J].中国软科学,2003(8):38-42. 被引量:50
  • 7王建伟,彭建刚.保险在商业银行操作风险管理中的应用研究[J].金融研究,2005(2):124-132. 被引量:13
  • 8[8]Brachman,R.J.,Khabaza,T.,Kloesgen,W.,Piatesky-Shpi-ro.G..& Sinloudis,E.Mining business databases[J].Communication ofthe ACM,1996,39(11):42-48.
  • 9[9]Ahman.E.Financial ratios,discriminant analysis and the prediction of corporate bankruptcy[J].Journal of Finance,1968,23(3):589-609.
  • 10[10]Shin,K.S.,& Lee,Y.J.A genetic algorithm applications in bankruptcy prediction modeling.Expert Systems with Applications[J].2002,23(3):321-328.

二级参考文献12

  • 1Junji Hiwatashi.Solutions On Measuring Operational Risk.Capital Markets News, September 2002.
  • 2Toshihiko Mori &Eiji Harada.Internal Measurement Approach to Operational Risk Capital Charge (discuss paper).http://www.bis.org.
  • 3Working Paper on the Regulatory Treatment of Operational Risk. http://www.bis.org.
  • 4"Consultative Document: Operational Risk"January 2001.http://www.bis.org.
  • 5Alexander J. Mcneil.Extreme Value Theory for Risk Managers.
  • 6Jach L.King.Operational Risk: EVT Models.http://www.genoauk.com.
  • 7The Quantitative Impact Study For Operational Risk(1-3).http://www.bis.org.
  • 8An Internal Model for Operational Risk Computation.http://www.risldab-madrid.uam.es.
  • 9Basel Committee, International Convea'gence of Capital Measurement and Capital Standmds: A Revised Framework,2004.
  • 10Basel Committee,The New Basel Capital Accord,2003.

共引文献70

同被引文献24

  • 1樊欣,杨晓光.我国银行业操作风险的蒙特卡罗模拟估计[J].系统工程理论与实践,2005,25(5):12-19. 被引量:49
  • 2杨淑娥,黄礼.基于BP神经网络的上市公司财务预警模型[J].系统工程理论与实践,2005,25(1):12-18. 被引量:203
  • 3李志辉,范洪波.商业银行操作风险损失数据分析[J].国际金融研究,2005(12):55-61. 被引量:29
  • 4Sound practices for the management and supervision of operational risk [R].Basel,Switzerland : Basel Committee on Banking Supervision, July, 2002.
  • 5S.H.Kim, H.J Noh Predictability of interest rates using data mining tools: a comparative analysis of Korea and the US[J].Expert Systems with Applications, 1997,13 ( 2 ) : 95-95.
  • 6R.R.Hashemi,LA.Le Blane,C.T.Rucks,A.Rajaratnam.A hybrid intelligent system for predicting bank holding structures[J]. European Jourual of Operational Research, 1998, 109 : 390-402.
  • 7米歇尔·科罗赫,丹·加莱,罗伯特·马克.风险管理[M].罗晓君,卢爽,译.北京:中国财政经济出版社,2005.
  • 8Johannes Voit.From Brownian Motion to Operational Risk:Statistical Physics and Financial Markets[J].Physical A,2003,321:286 -299.
  • 9Reimer Kühn,Peter Neu.Functional Correlation Approach to Operational Risk in Banking Organizations[J].Physical A,2003,322:650-666.
  • 10Silvan Ebnother,Paolo Vanini,Alexander McNeil,and Pierre Antolinez-Fehr.Operational Risk:A Practitioner's View[DB].http://www.ssrn.com,2002,October 11.

引证文献2

二级引证文献7

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部