数据驱动的运营风险管理

IF 4.4 3区 管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Sai-Ho Chung, Stein W. Wallace, Xin Wen
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引用次数: 0

摘要

操作风险无处不在。随着现实世界的快速变化,传统的风险管理措施变得不够充分。相反,数据驱动方法的重要性急剧增加。在本期特刊中,我们收集了关于数据分析操作风险管理不同方面的高质量论文。包括理论问题和应用结果。收集的出版物涵盖了广泛的研究课题,如区块链对高科技制造业风险管理的价值,解决风险厌恶多阶段随机计划的凸风险度量,信用违约风险和制造业生产率不平衡学习的平衡加权极值学习机方法等。从本期特刊中产生的见解可以为学术界和行业在数据分析的支持下进行风险管理提供重要指导。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Data driven operational risk management

Operational risks exist everywhere. With fast changes in the real world, traditional risk management measures become insufficient. Instead, the importance of data-driven approaches increases dramatically. In this special issue, we collect high quality papers on different aspects of operational risk management with data analytics. Both theoretical issues and application results are included. The publications collected cover a wide range of research topics, like the value of blockchains towards risk management in high-tech manufacturing, the convex risk measures for solving risk-averse multistage stochastic programs, the balanced weighted extreme learning machine method for imbalance learning of credit default risk and manufacturing productivity, etc. The insights generated from this special issue can provide crucial guidelines for both the academia and the industry regarding risk management with the support of data analytics.

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来源期刊
Annals of Operations Research
Annals of Operations Research 管理科学-运筹学与管理科学
CiteScore
7.90
自引率
16.70%
发文量
596
审稿时长
8.4 months
期刊介绍: The Annals of Operations Research publishes peer-reviewed original articles dealing with key aspects of operations research, including theory, practice, and computation. The journal publishes full-length research articles, short notes, expositions and surveys, reports on computational studies, and case studies that present new and innovative practical applications. In addition to regular issues, the journal publishes periodic special volumes that focus on defined fields of operations research, ranging from the highly theoretical to the algorithmic and the applied. These volumes have one or more Guest Editors who are responsible for collecting the papers and overseeing the refereeing process.
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