The method of constructing functions rationing term-sets for displaying function of belonging
Abstract
Purpose and subject of researchDevelopment of the construction method of function rationing variables therm-sets, representing their reflection on the interval [0;1] for modeling of operational risk based on fuzzy sets. This will eliminate the impact of different dimensions of the input variables corresponding to various factors, operational risk, and display the membership functions of the input variables in common co-ordinates.Research methodologyThe theoretical basis are the approaches of the theory of fuzzy sets and fuzzy logic. The proposed method allows to establish the dependence of the values of operational risk, regardless of the values of the input variable metrics.Value resultsAn analysis of the work of scientists associated with the development of methods and models of risk assessment in the process of bank activity has been given. The method of constructing the functions of regulation to eliminate the impact of different dimensions of input variables has been suggested, which has allowed to display the membership functions of the input variables in common co-ordinates. Prospects for further research consist in building an operational risk warning system based on the algorithms of fuzzy inference and descriptions of possible situations of its occurrence.ConclusionsThe scientific novelty of this work consists in the development of the method of the construction of the functions of regulation to eliminate the impact of different dimensions of input variables, which allows to display the membership functions of the input variables in common co-ordinates.Key words: operational risk, fuzzy sets, function of belonging.References
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Copyright (c) 2014 Anna Bakurova, Vladimir Ivanov
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