基于反绎推理的券商风险控制专家系统研究  

Professional risk-control system of security companies based on abdu ctive reasoning

作　　者：肖湘平[1] 赵跃龙[1] 李燕林[1] 

机构地区：[1]中南大学信息科学工程学院,湖南长沙410083

出　　处：《企业技术开发》2005年第6期20-22,共3页Technological Development of Enterprise

摘　　要：文章运用证券业风险控制理论及多年积累的券商营运风险控制经验,提出券商运营风险控制的相关数学模型,利用面向对象设计思想建立模型库,引入确信度概念及Stanford确信度代数反绎推理机制,建立券商风险控制专家系统,并根据这一专家系统,实现对财富证券各营业部、总部各业务部门运作情况及总部各经营管理指标进行实时监控、实时风险评估,及时防范与化解风险。Based on risk control theory of stock field and the accumulative control experience o f ticket business operational risk, putting forward the relevant mathematics mod el of ticket business operation risk control, making use of the idea of object-o riented programming and building the model storehouse, introduing the concept of credibility and Stanford certainty factor algebra of abductive reasoning, estab lishing ticket business risk control expert system and according to this expert system can realize real-time monitoring and risk evaluation for the running cond ition of each sales department, headquarter and each business department in weal th stock and management control target, keep away and dissolve risk in time.

关 键 词：风险控制 面向对象设计 确信度 反绎推理 

分 类 号：F830.91[经济管理—金融学]