基于Bayes方法的银行投资经理能力识别方法研究  

Research on the Discernment Method about Investment Ability of a Bank Manager Based on Bayes Method

作　　者：龚日朝[1] 

机构地区：[1]湖南科技大学商学院湖南省产业经济研究基地,湖南湘潭411201

出　　处：《湖南科技大学学报（社会科学版）》2008年第2期76-81,共6页Journal of Hunan University of Science and Technology(Social Science Edition)

基　　金：国家自然科学基金(70573032);国家社科基金(06BJL017);湖南省自然科学基金项目(06JJ2019);湖南省社科基金项目(06YB63);湖南省教育厅优秀青年基金(06B34);教育部人文社会科学规划基金项目(07JA790084)

摘　　要：银行监管对银行投资经理能力的识别是其管理的重要职能。首先基于项目状态好坏的先验概率与银行监管对投资经理能力的先验信息,包括经理是否能干的先验概率与其策略选择的先验信息等,根据贝叶斯法则建立了一个全新的识别模型,通过先验信息推导出了模型的先验特征,最后给出了投资经理能力类型的后验概率,进一步得到了识别方法,并给出了实例计算。It is one of the important functions for the bank supervisor to discern the ability of bank investment manager. Firstly, in this paper, a new discernment model has been established based on the prior beliefs, that is, the investment item is good or bad and the manager is smart or dumb and his or her strategies. Secondly, some key properties of the model have been given via Bayes＇ rule. Finally, the discernment method has been obtained according to the above model and its properties. A concrete result has been given by the above method for a concrete problem.

关 键 词：银行监管 投资经理 能力 识别 

分 类 号：F832.2[经济管理—金融学]