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Dynamic Bayesian Network Model for the Enterprise Financial Risk Warning

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3 Author(s)
Wang Shuangcheng ; Sch. of Math. & Inf., Shanghai Lixin Univ. of Commerce, Shanghai, China ; Shao Ruiqing ; Leng Cuiping

At present, the methods of enterprise financial risk warning emphasize static function dependency or dynamic propagation of time series, which results in a unconsistent combination of the static and dynamic information. In this paper, a dynamic hierarchical naive Bayesian network model is developed for enterprise financial risk warning. The process of using the model and the methods of analyzing contribution on risk level prediction are presented. This model features universality and can be widely used in other risk warning domains.

Published in:

Electronic Commerce and Business Intelligence, 2009. ECBI 2009. International Conference on

Date of Conference:

6-7 June 2009