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  • Photo du rédacteurHélène Dufour

The Bayesian approach to analysis of financial operational risk

"The article provides a short overview of methods for constructing mathematical models in the form of Bayesian Networks for modeling operational risks under conditions of uncertainty. Let’s provide the sequence of actions necessary for creating a model in the form of the network, methods for computing a probabilistic output in BN, and give examples of using the tool to solve practical problems of operational financial risk estimation."

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