时序多指标决策及其在证券投资中的应用  

The Multiple Attribute Decision Making That with Time Series and It′s Application to the Securities Investment

作　　者：刘家学[1] 陈世国[1] 

机构地区：[1]空军第一航空学院数学教研室,河南信阳464000

出　　处：《数学的实践与认识》2006年第3期39-44,共6页Mathematics in Practice and Theory

摘　　要：对于带有时间顺序的动态多指标决策问题,我们从专家偏好和信息熵两方面综合确定了指标权重,进而在关联分析的基础上,建立了时序多指标决策综合优化模型,并将其应用于证券投资领域.For the dynamic multiple attribute decision problem that with time series, we determined the weight of indexes according to the expert＇s predilection and information entropy. Furthermore, based on the correlative analysis, we set up a synthetical majorized model for the dynamic multiple attribute decision making that with time series and apply the method into the securities investment＇s field.

关 键 词：时序多指标决策 关联度 熵 证券投资 

分 类 号：F224[经济管理—国民经济]