haku: @author Sarkar, S. / yhteensä: 6
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| Tekijä: | Sarkar, S. Sriram, R. S. |
| Otsikko: | Bayesian Models for Early Warning of Bank Failures |
| Lehti: | Management Science
2001 : NOV, VOL. 47:11, p. 1457-1475 |
| Asiasana: | BAYESIAN STATISTICS BANKS BANK FAILURES |
| Kieli: | eng |
| Tiivistelmä: | The focus of this research is to demonstrate how probabilistic models may be used to provide early warnings for bank failures. While prior research in the auditing literature has recognized the applicability of a Bayesian belief revision framework for many audit tasks, empirical evidence has suggested that auditors' cognitive decision processes often violate probability axioms. The authors believe that some of the well-documented cognitive limitations of a human auditor can be compensated by an automated system. In particular, the authors demonstrate that a formal belief revision scheme can be incorporated into an automated system to provide reliable probability estimates for early warning of bank failures. |
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