Systemic approach to risk estimation using DSS

DOI10.1007/978-3-030-94910-5_8OpenAlexW4220902956MaRDI QIDQ2086393

Vira Huskova, Oxana Tymoshchuk, Petro Bidyuk, 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 networksfilteringuncertaintiesvolatility forecastingrisk estimationheteroscedastic processesnonlinear nonstationary processes

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• bayesm
• EKF/UKF Toolbox

Cites Work

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• Methods of constructing Bayesian networks based on scoring functions
• Stochastic models, estimation, and control. Vol. 1
• Bayesian Statistics and Marketing
• Probabilistic Networks and Expert Systems
• Kalman Filtering

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