基于复杂网络的交互效应下多项目组合风险优化研究  

The optimization research of multi-project portfolio risk based on the complex network under the interaction effect

作　　者：王重阳[1] 郑唯唯[1] 刘晨[1] 

机构地区：[1]西安工程大学理学院,陕西西安710048

出　　处：《陕西科技大学学报（自然科学版）》2016年第4期187-192,共6页Journal of Shaanxi University of Science & Technology

基　　金：国家自然科学基金项目(71272049);西安工程大学研究生创新基金项目(CX2015011)

摘　　要：针对区间形态的交互效应多项目组合风险优化问题,运用复杂网络统计特征分析多项目组合中各项目的重要性及在组合网络中的地位,依据项目的成功概率与对其余项目成功概率的贡献量对组合进行优化,构建交互效应下区间型多项目组合风险优化模型;并根据算法流程,利用复杂网络软件Gephi以及Matlab编程,提高了算法运行效率,并通过实验验证方法的有效性.In order to research the multi-project portfolio risk optimizing with the interval information and interaction effect. Used the statistical characteristics of complex network to analysis the importance and position of the project in the portfolio network,and used the probability of the project success and the amount of contribution to the other project success to optimize portfolio network, then constructed the interval multi-project portfolio risk optimization mode. According to the algorithm process, used the complex network software Gephi and Matlab programming design the process, improve the efficiency of the algorithm and validates the effectiveness of the method through the experiment.

关 键 词：项目组合风险 交互效应 复杂网络理论 

分 类 号：O157.1[理学—数学]