THE LOGICAL AND PROBABILISTIC RISK MODELS IN BANKING, BUSINESS AND QUALITY

Solojentsev E.D., Karasev V.V., Solojentsev V.E.

Contents

Introduction

Section 1. THE INTEGRATED TASK OF FAILURE RISK EVALUATION

1. The general features of tasks of failure risk evaluation
2. The table "object - signs" and Data Mining
3. Classification of objects by rank and recognition methods
4. Classification of objects with using of neural networks
5. Logic and probabilistic evaluation of risk in engineering
6. Concept formulation of the integrated task of failure risk

Section 2. THE THEORY OF LP-SIMULATION OF FAILURE RISK

7. The general rules of LP-theory
8. The basic definitions of failure risk LP-evaluation
9. The methodic of the LP-evaluation of failure risk
10. The examples of risk LP-models with connections OR, NOT, AND
11. Classification of objects by the risk and price for the risk
12. The analyses of the failure risk

Section 3. THE IDENTIFICATION OF FAILURE RISK LP-MODELS

13. The serious formulation of training task of failure risk B-model
14. The mathematical formulation of training task of failure risk B-model
15. The algorithm of optimization
16. The method of the casual search
17. The method of slight increments
18. The method of the casual search without account of groups of non-compartible events
19. The illustrations to the identification of risk B-models
20. The training of risk B-model by method of least squares
21. The training of risk B-model by method of maximum probable

Section 4. THE RESEARCHES OF IDENTIFICATION OF RISK LP-MODELS

22. The determination of the rated number of the good objects Ngc
23. The choosing of the average value of risk Pz
24. Way out from impasses
25. The search of global extreme of object function Fmax
26. The connection of accuracy of calculated probabilities and training parameters
27. The control by speed of training
28. The setting of primary approximation for probabilities
29. The training and checking sets
30. The accuracy of object classification
31. About increase of accuracy of object classification
32. The stability of object classification

Section 5. LP-MODELS OF FAILURE RISK IN BANKS

33. Credit risk of individuals
34. Credit risk of companies
35. Analyses of a risk LP-model and a bank credit activity
36. The control by state and development of bank by risk criterion

Section 6. LP-MODELS OF FAILURE RISK IN BUSINESS

37. LP-model and signs of the manager fraud
38. LP-model and signs of the office worker fraud
39. LP-model and signs of the fraud with investment
40. Logical and arithmetical addition of event probabilities
41. LP-models of failure risk of penetration into new market
42. LP-models of a risk of projects, financing of several banks

Section 7. LP-MODELS OF A RISK OF QUALITY LOSS (RQL)

43. The risk of quality loss in quality Japanese conception
44. The example of RQL because of manufacture inaccuracy
45. The example of RQL because of failure of furnish components
46. The example of RQL for product "bridge"
47. The training of the risk LP-model for structure-complex system
48. The construction of risk LP-model for human and machine system

Section 8. SOFTWARE FOR FAILURE RISK LP-MODELS

49. Software for calculation of credit risks and training of risk LP-models
50. Software for building and analyses of risk LP-models
51. Software for orthogonolization L-functions on base of algebra of touples

Conclusion

Literature

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