top of page
  • Photo du rédacteurHélène Dufour

Machine Learning for Categorization of Operational Risk Events Using Textual Description

"... an overview of how machine learning can help in categorizing textual descriptions of operational loss events into Basel II event types. We apply PYTHON implementations of support vector machine and multinomial naive Bayes algorithms to precategorized Öffentliche Schadenfälle OpRisk (ÖffSchOR) data to demonstrate that operational loss events can be automatically assigned to one of the seven Basel II event types with very few costs and satisfactory accuracy."

18 vues0 commentaire

Posts récents

Voir tout
bottom of page