{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,26]],"date-time":"2025-03-26T01:37:15Z","timestamp":1742953035052,"version":"3.40.3"},"publisher-location":"Cham","reference-count":13,"publisher":"Springer Nature Switzerland","isbn-type":[{"type":"print","value":"9783031482311"},{"type":"electronic","value":"9783031482328"}],"license":[{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2023,1,1]],"date-time":"2023-01-01T00:00:00Z","timestamp":1672531200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023]]},"DOI":"10.1007\/978-3-031-48232-8_12","type":"book-chapter","created":{"date-parts":[[2023,11,14]],"date-time":"2023-11-14T14:02:36Z","timestamp":1699970556000},"page":"120-129","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Direct Determination of\u00a0Operational Value-at-Risk Using Descriptive Statistics"],"prefix":"10.1007","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-9845-4435","authenticated-orcid":false,"given":"Peter","family":"Mitic","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2023,11,15]]},"reference":[{"key":"12_CR1","series-title":"Palgrave Studies in Digital Business & Enabling Technologies","doi-asserted-by":"publisher","first-page":"33","DOI":"10.1007\/978-3-030-02330-0_3","volume-title":"Disrupting Finance","author":"S Aziz","year":"2019","unstructured":"Aziz, S., Dowling, M.: Machine learning and AI for risk management. In: Lynn, T., Mooney, J.G., Rosati, P., Cummins, M. (eds.) Disrupting Finance. PSDBET, pp. 33\u201350. Springer, Cham (2019). https:\/\/doi.org\/10.1007\/978-3-030-02330-0_3"},{"key":"12_CR2","unstructured":"Carrivick, L., Westphal, A.: Machine learning in operational risk. ORX White Paper (2019). https:\/\/managingrisktogether.orx.org\/free-resources"},{"key":"12_CR3","doi-asserted-by":"crossref","unstructured":"Chavez-Demoulin, V., Embrechts, P., Hofert, M.: An extreme value approach for modeling operational risk losses depending on covariates. J. Risk Insur. 83(3), 735\u2013776 (2016). http:\/\/www.jstor.org\/stable\/43998282","DOI":"10.1111\/jori.12059"},{"key":"12_CR4","doi-asserted-by":"publisher","unstructured":"Chen, Q., Wen, Y.: A BP-neural network predictor model for operational risk losses of commercial bank. In: Third International Symposium on Information Processing, Qingdao, China, pp. 291\u2013295 (2010). https:\/\/doi.org\/10.1109\/ISIP.2010.43","DOI":"10.1109\/ISIP.2010.43"},{"key":"12_CR5","doi-asserted-by":"publisher","unstructured":"Curti, F., Migueis, M.: Predicting operational loss exposure using past losses. In: Finance and Economics Discussion Series 2016\u2013002. Washington: Board of Governors of the Federal Reserve System (2016). https:\/\/doi.org\/10.17016\/FEDS.2016.002","DOI":"10.17016\/FEDS.2016.002"},{"key":"12_CR6","doi-asserted-by":"publisher","unstructured":"Curti, F., Migueis, M.: The information value of past losses in operational risk. In: Finance and Economics Discussion Series 2023\u2013003. Washington: Board of Governors of the Federal Reserve System (2023). https:\/\/doi.org\/10.17016\/FEDS.2023.003","DOI":"10.17016\/FEDS.2023.003"},{"key":"12_CR7","doi-asserted-by":"crossref","unstructured":"Frachot, A., Georges, P., Roncalli, T.: Loss distribution approach for operational risk. Working paper, Groupe de Recherche Operationnelle, Credit Lyonnais, France (2001). http:\/\/ssrn.com\/abstract=1032523","DOI":"10.2139\/ssrn.1032523"},{"issue":"1","key":"12_CR8","doi-asserted-by":"publisher","first-page":"77","DOI":"10.21314\/JOP.2015.159","volume":"15","author":"P Mitic","year":"2015","unstructured":"Mitic, P.: Improved goodness-of-fit tests for operational risk. J. Oper. Risk 15(1), 77\u2013126 (2015). https:\/\/doi.org\/10.21314\/JOP.2015.159","journal-title":"J. Oper. Risk"},{"issue":"3","key":"12_CR9","doi-asserted-by":"publisher","first-page":"35","DOI":"10.58567\/eal02030005","volume":"2","author":"P Mitic","year":"2023","unstructured":"Mitic, P.: Reasonableness and correctness for operational value-at-R. Econ. Anal. Lett. 2(3), 35\u201344 (2023). https:\/\/doi.org\/10.58567\/eal02030005","journal-title":"Econ. Anal. Lett."},{"key":"12_CR10","doi-asserted-by":"crossref","unstructured":"Mitic, P.: Credible value-at-risk. J. Oper. Risk (2023, to appear)","DOI":"10.21314\/JOP.2023.005"},{"key":"12_CR11","unstructured":"Morgan, J.P.: Reuters: RiskMetrics-Technical Document, 4th edn. (1996). https:\/\/www.msci.com\/documents\/10199\/5915b101-4206-4ba0-aee2-3449d5c7e95a"},{"issue":"4","key":"12_CR12","doi-asserted-by":"publisher","first-page":"37","DOI":"10.21314\/JOP.2022.026","volume":"17","author":"S Pakhchanyan","year":"2022","unstructured":"Pakhchanyan, S., Fieberg, C., Metko, D., Kaspereit, T.: Machine learning for categorization of operational risk events using textual description. J. Oper. Risk 17(4), 37\u201365 (2022). https:\/\/doi.org\/10.21314\/JOP.2022.026","journal-title":"J. Oper. Risk"},{"key":"12_CR13","doi-asserted-by":"crossref","unstructured":"Pena, A., Patino, A., et al.: Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events. Appl. Soft Comput. 107(107381) (2021). https:\/\/www.sciencedirect.com\/science\/article\/pii\/S1568494621003045","DOI":"10.1016\/j.asoc.2021.107381"}],"container-title":["Lecture Notes in Computer Science","Intelligent Data Engineering and Automated Learning \u2013 IDEAL 2023"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-031-48232-8_12","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,11,14]],"date-time":"2023-11-14T14:03:52Z","timestamp":1699970632000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-031-48232-8_12"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023]]},"ISBN":["9783031482311","9783031482328"],"references-count":13,"URL":"https:\/\/doi.org\/10.1007\/978-3-031-48232-8_12","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2023]]},"assertion":[{"value":"15 November 2023","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"IDEAL","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Conference on Intelligent Data Engineering and Automated Learning","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"\u00c9vora","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Portugal","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2023","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"22 November 2023","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"24 November 2023","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"24","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"ideal2023","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/ideal2023.uevora.pt\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Single-blind","order":1,"name":"type","label":"Type","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"Easy Chair","order":2,"name":"conference_management_system","label":"Conference Management System","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"77","order":3,"name":"number_of_submissions_sent_for_review","label":"Number of Submissions Sent for Review","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"45","order":4,"name":"number_of_full_papers_accepted","label":"Number of Full Papers Accepted","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"4","order":5,"name":"number_of_short_papers_accepted","label":"Number of Short Papers Accepted","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"58% - The value is computed by the equation \"Number of Full Papers Accepted \/ Number of Submissions Sent for Review * 100\" and then rounded to a whole number.","order":6,"name":"acceptance_rate_of_full_papers","label":"Acceptance Rate of Full Papers","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"2.6","order":7,"name":"average_number_of_reviews_per_paper","label":"Average Number of Reviews per Paper","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"2","order":8,"name":"average_number_of_papers_per_reviewer","label":"Average Number of Papers per Reviewer","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}},{"value":"Yes","order":9,"name":"external_reviewers_involved","label":"External Reviewers Involved","group":{"name":"ConfEventPeerReviewInformation","label":"Peer Review Information (provided by the conference organizers)"}}]}}