基于复杂网络的非对称交互效应下项目组合风险优化  

Optimization of Project Portfolio Risk Based on Asymmetric Interaction Effect of Complex Networks

作　　者：刘晨[1] 郑唯唯[1] Liu Chen;Zheng Weiwei(College of Science,Xi’an Polytechnic University,Xi’an Shaanxi 710048,China)

机构地区：[1]西安工程大学理学院,陕西西安710048

出　　处：《信息与电脑》2018年第5期62-65,69,共5页Information & Computer

摘　　要：针对交互效应下的项目组合风险优化问题,以项目间风险具有的非对称交互效应为前提,投资额占比为组合权重,构建基于复杂网络具有非对称交互效应的多项目组合风险优化模型,采用项目重要性指标评价对项目在组合网络中的重要性进行排序,依据项目综合成功概率大小及其对其余项目的交互效应影响程度进行优化,得到风险最小的最优项目组合,利用Matlab编程实现,印证了模型的有效性。Aiming at the problem of portfolio risk optimization under the interaction effect,taking the asymmetric interaction effect of the project risk as the premise,the investment proportion as a combination weight,we set up a multi project portfolio risk optimization model based on complex network and asymmetric interaction.The importance of project importance is used to rank the importance of the project in the combinatorial network,and the optimal combination of risk is minimization based on the probability of the comprehensive success probability of the project and the degree of interaction effect on the other projects.The effectiveness of the model is confirmed by Matlab programming.

关 键 词：复杂网络 交互效应 项目组合风险 

分 类 号：O157.5[理学—数学]