基于三支决策风险最小化的风险投资评估应用研究  

Research on the evaluation of venture investment based on the risk minimization of three-way decision

作　　者：杜丽娜[1,2] 徐久成 刘洋洋[1,2] 孙林[1,2] 

机构地区：[1]河南师范大学计算机与信息工程学院,河南新乡453007 [2]河南省高校计算智能与数据挖掘工程技术研究中心,河南新乡453007

出　　处：《山东大学学报（理学版）》2014年第8期66-72,共7页Journal of Shandong University(Natural Science)

基　　金：国家自然科学基金资助项目(61370169;60873104);河南省科技攻关重点项目(142102210056);新乡市重点科技攻关计划项目(ZG13004)

摘　　要：针对风险投资评估过程中,模糊综合评判法中作为状态集函数的模糊隶属度不满足"归一性条件"和"可加性原则",以及模糊集的max-min运算会损失许多有用信息的问题,将贝叶斯原理和基于决策粗糙集的三支决策规则引入到模糊综合评判中,用风险损失函数定义一个风险评判因子,构造一个新的风险评判矩阵,提出基于三支决策风险最小化的风险投资评判模型。然后,按照风险最小化原则取风险损失值最小的决策方式作为评估结果,从而解决了模糊综合评判法中存在的问题,使评价结果更合理,更准确。Aiming to deal with those problems that the fuzzy membership degree which acts as the state function dose not satisfy the normalization and additivity,and the max-min operation of fuzzy sets will lose a lot of useful information in the evaluation of the venture investment,in this paper,the Bayesian theory and the three-way decisions was intro-duced into the fuzzy comprehensive evaluation model.A risk factor was defined with the risk function and a new risk evaluation matrix was constructed,then a new evaluation model of venture investment was proposed based on the risk minimization of three-way decisions.After that,the minimum loss decision is taken according to the risk minimization principle,thus the problems existing in the fuzzy comprehensive evaluation method are solved and the evaluation results are more reasonable and more accurate.

关 键 词：风险投资 模糊综合评判 三支决策 风险最小化 

分 类 号：TP18[自动化与计算机技术—控制理论与控制工程]