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Credit Risk Modeling Using Bayesian Networks
... concentrations from accumulating. In this paper, we argue that Bayesian networks provide an attractive solution to these problems ... - sures. Finally, we demonstrate that suggested tree-augmented Bayesian network is also suitable for stress-testing analysis, ...
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The Bayesian Choice
The Bayesian Choice From Decision-Theoretic Foundations to Computational Implementation
2007
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Modeling and Reasoning with Bayesian Networks
This book provides a thorough introduction to the formal foundations and practical applications of Bayesian networks. It provides an extensive discussion of techniques for building Bayesian networks that model real-world situations, including techniques ...
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