基于相对熵和可变模糊集理论的战略性新兴产业企业信用评价  

Credit Evaluation of Enterprises in Strategic Emerging Industry Based on Relative Entropy and Variable Fuzzy Sets Theory

作　　者：张目[1] 黄春燕[1] 李岩[1] 

机构地区：[1]贵州财经大学金融学院,贵州贵阳550025

出　　处：《数学的实践与认识》2014年第13期18-26,共9页Mathematics in Practice and Theory

基　　金：国家自然科学基金(71263011);教育部人文社会科学研究规划基金项目(11YJA630196)

摘　　要：针对现有模糊评价方法缺乏动态可变性的不足,将可变模糊集理论引入到战略性新兴产业企业信用评价中;同时,考虑到主观赋权法与客观赋权法各有优缺点,采用基于相对熵的组合赋权法确定指标权重,从而构建了基于相对熵和可变模糊集理论的战略性新兴产业企业信用评价模型.模型克服了现有模糊评价方法的不足,较好的兼顾了赋权的主观偏好和客观信息,提高了信用评价结果的可信度、可靠性与稳健性.以20家战略性新兴产业上市公司为样本,实证分析结果说明了模型的可行性和适用性.According to the lacking of dynamic variability in those existing fuzzy evaluation methods, we introduced the variable fuzzy sets theory into credit evaluation of enterprises in strategic emerging industry. Meanwhile, considering the subjective weighting method has its advantages and disadvantages at the same time, as well as the objective weighting method, we determined the indicators weights with the combination weighting method based on relative entropy. So we constructed a credit evaluation model for enterprises in strategic emerging industry based on relative entropy and variable fuzzy sets theory. This model overcomes the shortcomings of existing fuzzy evaluation methods, gives better consideration to both the subjective preference and objective information of weighting, so that it improves the reliability and robustness of credit evaluation results. Taking 20 listed companies in strategic emerging industry in China as samples, the empirical analysis results show that this model is feasible and suitable.

关 键 词：战略性新兴产业 企业信用评价 可变模糊集理论 相对熵 组合赋权法 

分 类 号：F276.44[经济管理—企业管理] F224[经济管理—国民经济]