ε-函数粗集及其在投资组合中的应用

J4 ›› 2012, Vol. 47 ›› Issue (11): 88-93.

ε-函数粗集及其在投资组合中的应用

裴海峰

山东财经大学统计学院, 山东济南 250014

收稿日期:2011-09-29 出版日期:2012-11-20 发布日期:2012-11-26
作者简介:裴海峰(1980- ),男,副教授,博士研究生,研究方向为粗系统理论及其应用. Email:peihfeng@163.com
基金资助:
山东省自然科学基金重点资助项目(Z2007H02);山东省软科学研究计划项目(2010RKGB1113);山东财政学院博士科研启动项目;山东财政学院科研计划项目资助

ε-function rough sets and its application

PEI Hai-feng

School of Statistics， Shandong University of Finance and Economics, Jinan 250014, Shandong, China

Received:2011-09-29 Online:2012-11-20 Published:2012-11-26

摘要/Abstract

摘要：

提出基于区间和离散点的函数相似度的概念,给出基于两种不同相似度下的函数聚类的方法。利用所得的函数论域的分类,将函数粗集理论作了推广,得到了ε函数粗集。建立了经济系统中的投资模型,利用ε函数粗集作为工具给出了解决如何选择投资组合问题的方法。

关键词: ε-函数粗集;函数相似度;函数聚类;分类精度;识别精度

Abstract:

Fuction similarity degree based on intervals and discrete points is proposed, and the method of fuction clustering based on the two varied function similarity degree is given. Using the classifications of function universe,fuction rough sets is generalized, and ε-function rough sets is put forward. The investment model in economic system is built, and the solution to choose investment portfolio is presented using the tool of ε-function rough sets.

Key words: ε-function rough sets; function similarity degree; function clustering; classification precision; identification precision

裴海峰. ε-函数粗集及其在投资组合中的应用[J]. J4, 2012, 47(11): 88-93.

PEI Hai-feng. ε-function rough sets and its application[J]. J4, 2012, 47(11): 88-93.

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