no code implementations • 14 Dec 2018 • Yaodong Yang, Alisa Kolesnikova, Stefan Lessmann, Tiejun Ma, Ming-Chien Sung, Johnnie E. V. Johnson
The results of employing a deep network for operational risk forecasting confirm the feature learning capability of deep learning, provide guidance on designing a suitable network architecture and demonstrate the superiority of deep learning over machine learning and rule-based benchmarks.