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Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events

Alejandro Pena, Alejandro Patino Orcid Logo, Francisco Chiclana, Fabio Caraffini Orcid Logo, Mario Gongora Orcid Logo, Juan David Gonzalez-Ruiz Orcid Logo, Eduardo Duque-Grisales Orcid Logo

Applied Soft Computing, Volume: 107, Start page: 107381

Swansea University Author: Fabio Caraffini Orcid Logo

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Published in: Applied Soft Computing
ISSN: 1568-4946
Published: Elsevier BV 2021
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Keywords: Financial modeling; Stochastic modeling; Fuzzy Cognitive Maps; Log–logistic activation function; Financial scenarios; Project finance
College: Faculty of Science and Engineering
Start Page: 107381