Fengge Yao

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Keywords: Peak value method of extreme value theory Operational risks CVaR measurement model a b s t r a c t Management of operational risk is of prime importance in risk management for commercial banks, and many theoretical and practical studies of operational risk management have been carried out. Conditional value-at-risk (CVaR) models based on the peak(More)
The paper starts from the analysis of the key elements of control on information technology investment, and continues with the analysis of chaos synchronism between information investment systems and corresponding systems of enterprise development goals elements by utilizing the synchronism method of chaos. It has set up a P-C chaos synchronism model for(More)
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