A method for modelling operational risk with fuzzy cognitive maps and Bayesian belief networks

•Fuzzy cognitive map is used to improve Bayesian network capability in poor data issues.•We proposed a new migration method from FCM to BBN.•The proposed method extracts BBN parameters from FCM ones.•The proposed method is capable to model operational risk as a data-poor issue. A main concern of ris...

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Veröffentlicht in:	Expert systems with applications 2019-01, Vol.115, p.607-617
Hauptverfasser:	Azar, Adel, Mostafaee Dolatabad, Khadijeh
Format:	Artikel
Sprache:	eng
Schlagworte:	Bayesian analysis Bayesian belief networks Belief networks Causal modelling Causality Cognitive maps Cognitive models Financial management Fuzzy Cognitive Maps Fuzzy logic Mathematical models Migration Modelling Operational risk Parameters Risk levels Risk management
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