Systemic approach to risk estimation using DSS

DOI10.1007/978-3-030-94910-5_8MaRDI QIDQ2086393zbMATH OpenOpenAlexFDO

Authors Vira Huskova, Petro Bidyuk, Oxana Tymoshchuk, Oleksandr Meniailenko

Publication date 25 October 2022

Full work available at URL https://doi.org/10.1007/978-3-030-94910-5_8

zbMATH Keywords

Bayesian networksfilteringheteroscedastic processesnonlinear nonstationary processesrisk estimationuncertaintiesvolatility forecasting

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Analysis of financial time series
• Bayesian Statistics and Marketing
• scientific article; zbMATH DE number 1547349 (Why is no real title available?)
• Kalman filtering. Theory and practice with MATLAB
• Methods of constructing Bayesian networks based on scoring functions
• Probabilistic Networks and Expert Systems
• Stochastic models, estimation, and control. Vol. 1

Cited in

(1)

• Systemic risk elicitation: using causal maps to engage stakeholders and build a comprehensive view of risks

Describes a project that uses

Uses Software

• bayesm
• EKF/UKF Toolbox

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