Байесовские сети доверия как вероятностная графическая модель для оценки экономических рисков
Ключевые слова:
байесовские сети доверия, экономические риски, управление рисками предприятия, операционные риски, риски управления проектамиАннотация
Реализация экономических рисков приводит к возникновению нежелательных событий, которые характеризуются возможностью нанесения экономического ущерба предприятию. Стоит задача оценки различных типов экономических рисков, ассоциированных с деятельностью предприятия, и построения систем поддержки принятия решения как на уровне предприятия в целом, так и в различных областях функционирования предприятия. В статье представлено современное состояние применения аппарата байесовских сетей доверия для оценки экономического риска и поддержки принятия решений в условиях неопределенности в контексте риск-менеджмента предприятия. Выделены дисциплины управления операционными рисками и рисками проектов.Литература
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Опубликован
2013-04-01
Как цитировать
Мусина, В. Ф. (2013). Байесовские сети доверия как вероятностная графическая модель для оценки экономических рисков. Труды СПИИРАН, 2(25), 235-254. https://doi.org/10.15622/sp.25.12
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Статьи
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