Range Estimating for Risk Management Using Artificial Neural Networks

1999 ◽  
Vol 19 (1) ◽  
pp. 3-31
Author(s):  
Annie R. Pearce ◽  
Rita A. Gregory ◽  
Laura Williams
2021 ◽  
Vol 4 (1) ◽  
Author(s):  
Breno Gontijo Tavares ◽  
Carlos Eduardo Sanches da Silva ◽  
Adler Diniz De Souza

This study presents a bibliometric analysis of Artificial Neural Networks in Risk Management. The study considered articles from the I.S.I. Web of Knowledge and Scopus databases, Identification of publishers, countries, periodicals and the keywords most frequently cited. We used the CiteSpace® software to analyze this material, which provides a set of features to support bibliometrics, including the reference maps. This study provides data collection on Artificial Neural Networks applied to risk management. The number of works identified in this study is significant, and in the last ten years, the number of citations has increased. We did not identify the increase in paper count within the same period.


2014 ◽  
Vol 93 (19) ◽  
pp. 22-28
Author(s):  
Amrita Gandhi ◽  
Ajit Naik ◽  
Kapil Thakkar ◽  
Manisha Gahirwal

2020 ◽  
Vol 55 (3) ◽  
Author(s):  
Hayder M. Kareem Al_Duhaidahawi ◽  
Jing Z S. Abdulreza ◽  
Meriem Sebai ◽  
Sinan Abdullah Harjan

According to the developments in financial liberalization and banking innovation, the bank risks have been changed in their nature which leads to use new financial instruments. Thus banks increasingly adopt risk assessment to avoid it. Therefore, this article describes a new model to assist financial risk management based on artificial intelligence. This entails using artificial neural networks to forecast financial risks and support the decision-makers and the consumers in making better risk management decisions. A real-world case study based on the Iraqi banking sector is presented to guarantee the applicability, accuracy, and efficiency of our proposed model. The sample was selected from a data of 16 banks for the period (2004-2018), taken from Iraq Securities Commission, regular market (https://www.isc.gov.iq/). The data were examined with an initial analysis and then converted to the formula compatible with neural networks. The authors describe the results obtained and compare them with previous studies. It confirmed the effectiveness of the proposed model for risk assessment by the results obtained from the approved form on artificial intelligence.


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