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

作者：

Highlights：

• 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.

摘要

•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.

论文关键词：Operational risk,Causal modelling,Bayesian belief networks,Fuzzy Cognitive Maps

论文评审过程：Received 13 June 2018, Revised 13 August 2018, Accepted 25 August 2018, Available online 27 August 2018, Version of Record 7 September 2018.

论文官网地址：https://doi.org/10.1016/j.eswa.2018.08.043