SYSTEM, METHOD AND COMPUTER-ACCESSIBLE MEDIUM FOR EFFICIENT SIMULATION OF FINANCIAL STRESS TESTING SCENARIOS WITH SUPPES-BAYES CAUSAL NETWORKS

摘要

An exemplary system, method and computer-accessible medium for generating a financial stress test(s), can be provided, which can include, for example, receiving financial information, automatically determining a causal network(s) based on the financial information, adjusting a false discovery(ies) in the causal network(s), automatically classifying factor space in the causal network(s) into applicable risky and non-risky constraints, sampling the causal network(s) based on the risky constraints, and electronically generating a financial stress test(s) based on the sampled causal network(s).