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山东大学学报（理学版） ›› 2014, Vol. 49 ›› Issue (08): 66-72.doi: 10.6040/j.issn.1671-9352.1.2014.155

• 论文 • 上一篇    下一篇

基于三支决策风险最小化的风险投资评估应用研究

杜丽娜1,2, 徐久成1,2, 刘洋洋1,2, 孙林1,2   

  1. 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
  • 收稿日期:2014-06-02 修回日期:2014-07-01 发布日期:2014-09-24
  • 通讯作者: 徐久成（1964-），男，博士，教授，博士生导师，研究方向为粒计算、数据挖掘、生物信息学、三支决策等.E-mail：xjc@htu.cn E-mail:xjc@htu.cn
  • 作者简介:杜丽娜（1989-），女，硕士研究生，研究方向为粒计算、三支决策.E-mail：lina_Du1121@126.com

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

DU Li-na1,2, XU Jiu-cheng1,2, LIU Yang-yang1,2, SUN Lin1,2   

  1. 1. College of Computer & Information Engineering, Henan Normal University, Xinxiang 453007, Henan, China;
    2. Engineering Technology Research Center for Computing Intelligence & Data Mining, Henan Province, Xinxiang 453007, Henan, China
  • Received:2014-06-02 Revised:2014-07-01 Published:2014-09-24

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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。

关键词: 风险投资, 三支决策, 风险最小化, 模糊综合评判

Abstract: 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 introduced 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.

Key words: risk minimization, three-way decision, fuzzy comprehensive evaluation, venture investment

中图分类号: 

  • TP18
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