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1.
提出一种新的投资决策方法并应用到矿山投资实践中去是本文的研究核心.该方法以净现值为目标函数,以价格预测及成本评估为中心,综合应用了模糊区间数灰色预测方法和几何布朗运动随机过程理论.首先,给出了模糊数到区间灰数的转换方法,然后,采用对区间序列上、下限分别预测的思路建立了模糊区间数灰色预测模型,并给出了模型精度的检验标准.接着,通过路径矩阵、组合实验、可视化比较及人工分析的方法得到了合理的布朗运动系数值完成了成本预测.最后,结合一个铜矿投资项目,分别应用所提出的模糊区间灰色模型及几何布朗运动理论对价格和成本进行了预测和模拟,成功地实现了金属矿山风险投资的评估并形成了可行性的决策参考.  相似文献   

2.
针对动态联盟或虚拟企业中两个互补型合作企业, 提出了一种模糊投资决策模型, 该模型同时考虑了企业的相关性和鼓励投资的激励措施应用模糊优化技术对该模型进行求解, 确定了获得最大总利润的最优投资策略 ;并用计算实例证明了该方法的有效性. 为虚拟企业进行科学的投资决策, 提供了有益的借鉴.  相似文献   

3.
基于FAHP和FMCDM构建软件可信性评估模型*   总被引:1,自引:0,他引:1  
结合软件可信性评估的特点及模糊理论的最新进展,提出一种基于模糊层次分析法和模糊多指标决策理论的评估模型。首先针对软件可信性没有一致定义的现状,提出了相对可信性的概念;接着基于模糊数理论,用三角模糊数表示专家评估中语言变量的主观性和模糊性,结合专家给出的模糊指标权重及待评软件可信等级的模糊评价,得到软件可信性的集成模糊评价;最后,将该模型应用到国内某汽车制造企业整车产品开发项目管理软件评估中,实例说明软件可信性评估的具体过程,结果验证了该模型的实效性。  相似文献   

4.
模糊规则模型广泛应用于许多领域,而现有的模糊规则模型主要使用基于数值形式的性能评估指标,忽略了对于模糊集合本身的评价,因此提出了一种模糊规则模型性能评估的新方法。该方法可以有效地评估模糊规则模型输出结果的非数值(粒度)性质。不同于通常使用的数值型性能指标(比如均方误差(MSE)),该方法通过信息粒的特征来表征模型输出的粒度结果的质量,并将该指标使用在模糊模型的性能优化中。信息粒性能采用(数据的)覆盖率和(信息粒自身的)特异性两个基本指标得以量化,并通过使用粒子群优化实现了粒度输出质量(表示为覆盖率和特异性的乘积)的最大化。此外,该方法还优化了模糊聚类形成的信息粒的分布。实验结果表明该指标对于模糊规则模型性能评估的有效性。  相似文献   

5.
结合投资决策的特点给出了一种模糊多属性决策方法,其中属性偏好信息以若干个互补判断矩阵形式给出,属性值为梯形模糊数。该方法能充分挖掘判断矩阵的特征信息,给出了互补判断矩阵相似度和属性优势度的定义,从而确定专家权重和属性权重。基于梯形模糊数外接圆的圆心与原点之间所形成的矩形面积来对模糊数排序的方法对方案进行排序和择优。通过对服务行业的项目评估问题说明该方法是求解模糊多属性决策问题的一种有效的工具,并且操作简便、易于在计算机上实现。  相似文献   

6.
巩天宇  尚文利  侯静  陈春雨  曾鹏 《计算机应用研究》2020,37(8):2409-2412,2416
为了提高脆弱性量化评估结果的可靠性,提出一种基于模糊攻防树和熵权法的工控系统脆弱性量化评估方法。该方法以攻击防御树为模型,首先将模糊集合理论与专家评价相结合,然后聚合多位专家对同一安全属模糊评价,在模糊聚合过程中利用模糊距离计算专家模糊评价的偏离度以提高模糊聚合的可靠性,并采用熵权法确定叶子节点量化过程中各安全属性的权重。最后计算叶子节点及攻击序列概率。案例分析表明,该方法能有效提高评估结果的可靠性,为工控系统信息安全防护提供重要依据。  相似文献   

7.
刘卫锋  何霞 《计算机工程》2012,38(10):141-143
针对多属性群决策问题,提出一种两阶段决策分析方法。通过分析积型模糊一致性判断矩阵和模糊判断矩阵的排序向量之间的偏差,建立并求解一个规划模型,得到专家模糊判断矩阵的排序向量。由最小化专家模糊判断矩阵的排序向量与专家群组排序向量的偏差,再次建立并求解一个规划模型,得到反映专家群组偏好的排序向量,从而得出基于模糊判断矩阵的两阶段群决策方法。通过2个算例说明了该方法的可行性与有效性。  相似文献   

8.
针对复杂体制雷达辐射源信号(ARES)特征评估缺乏有效手段和层次分析决策(AHP)过多依赖专家经验的问题,提出了复杂体制雷达辐射源信号特征的集对模糊层次评价模型(SPA-FAHP)。通过引入三角模糊数对传统层次分析法进行改进,并对复杂体制雷达辐射源信号特征评价指标体系的指标权重作模糊层次分析,以解决对雷达信号大容量数据进行评估时评判者存在不确定或者模糊判断的问题;再引入集对分析(SPA)理论对传统层次分析的专家决策矩阵进行改进,并对特征评估决策矩阵作同一度分析,以解决传统层次分析决策时过多依赖专家经验的问题。最后联合指标权重矩阵和决策同一度矩阵实现对复杂体制雷达辐射源信号特征的综合评估。计算结果表明该模型有效可行,能够更客观地实现对复杂体制雷达辐射源信号特征的分析和评估。  相似文献   

9.
针对指标评价值为语义信息且专家权重、指标权重信息不完全的多指标群决策问题,采用直觉模糊集方法处理语义评价信息,提出了一个改进直觉模糊VIKOR方法。基于最大化贴近系数计算指标权重;以专家偏好的一致性为目标函数,构建线性规划模型来确定专家权重,引入一种新的距离测度方法计算两直觉模糊数的距离,最后通过直觉模糊VIKOR方法对备选方案进行排序并择优,通过某汽车设计方案评价实例验证了所提方法的有效性。  相似文献   

10.
投资中基于模糊评价的群决策支持系统研究   总被引:1,自引:0,他引:1  
专家评估是进行投资决策的手段之一,但由于多采用模糊评价,很难形成规范的系统来实现这一决策过程。而决策过程中产生的大量数据,以人力来计算既无法保证其正确性,又相当费时。因此,提出建立基于模糊评价的群决策支持系统,将采用模糊数学的方法、一致性分析以及主成分分析来构建一个计算机辅助决策系统来实现这个决策过程。结果表明,设计的系统能够迅速并准确帮助决策者进行决策分析,对决策者的决策提供有力的支持。  相似文献   

11.
Although investment projects supported by the state are extremely important in terms of national policy the projects to be transferred from the common public funds brings with it many problems. Highly transparent and comprehensive evaluation model are required to transfer the public resources to the right investment projects. It is necessary to consider many criteria for the evaluation of an investment project. These criteria are generally subjective and extremely difficult to express in numbers. However, using the fuzzy sets provide huge facilities to decision makers in project evaluation process with linguistic variables and measurement challenges. In this study, a new evaluation model for investment projects have been proposed for development agencies operating in Turkey. To address ambiguities and relativities in real world scenarios more conveniently, type-2 fuzzy sets and crisp sets have been simultaneously used. The proposed model for the investment project evaluation problem composed of type-2 fuzzy AHP and type-2 fuzzy TOPSIS methods. The proposed fuzzy MCDM method consists of three phases: (1) identify the criteria to be used in the model, (2) type-2 fuzzy AHP computations, (3) evaluation of investment projects with type-2 fuzzy TOPSIS and determination of the final rank. To perceive proposed model better, an application with real case data have been performed in Middle Black Sea Development Agency in Turkey. As a consequence of this application, it has been observed that the proposed model have proved effective in evaluation of alternatives in multi-criteria group decision making problems in a broader perspective and flexible fashion.  相似文献   

12.
Pattern discovery of fuzzy time series for financial prediction   总被引:2,自引:0,他引:2  
A fuzzy time series data representation method based on the Japanese candlestick theory is proposed and used in assisting financial prediction. The Japanese candlestick theory is an empirical model of investment decision. The theory assumes that the candlestick patterns reflect the psychology of the market, and the investors can make their investment decision based on the identified candlestick patterns. We model the imprecise and vague candlestick patterns with fuzzy linguistic variables and transfer the financial time series data to fuzzy candlestick patterns for pattern recognition. A fuzzy candlestick pattern can bridge the gap between the investors and the system designer because it is visual, computable, and modifiable. The investors are not only able to understand the prediction process, but also to improve the efficiency of prediction results. The proposed approach is applied to financial time series forecasting problem for demonstration. By the prototype system which has been established, the investment expertise can be stored in the knowledge base, and the fuzzy candlestick pattern can also be identified automatically from a large amount of the financial trading data.  相似文献   

13.
基于AHP和模糊综合评判的投资决策应用研究   总被引:2,自引:1,他引:1  
在对常用于多目标决策问题的层次分析法、模糊综合评判、灰色系统和德尔菲法进行阐述分析的基础上,结合非赢利领域项目投资决策工作的具体实际情况,探讨了层次分析法和模糊综合评判在项目投资决策中的综合应用,从而较好地利用两种方法的优点,得到项目的综合价值.然后运用运筹学相关知识,通过建立线性规划模型来反映影响投资安排的外在条件,对待选项目进行筛选,完成计算机自动决策,为最终投资安排提供一个较为规范、科学的辅助决策依据.  相似文献   

14.
The aim of this study is to propose a fuzzy decision‐making model to rank manufacturing processes from the quality management perspective in the automotive industry. This paper proposes a model for improving quality management through the assessment and ranking of manufacturing subprocesses with respect to key performance indicators (KPIs). The developed model, supported with the fuzzy extended ELECTRE III, allows for the determination of subprocesses' rank. An illustrative example indicates that the proposed model could be very useful in everyday business operations as total quality management asset. The model can handle all uncertain and vague input data by applying the theory of fuzzy sets. The research also suggests different managerial implications because it provides an adequate tool for overall quality improvement. The number of treated KPIs is relatively high, so ELECTRE III method gives an advantage over other multicriteria analysis methods because it embraces less subjective thinking and demands slightly less experts' knowledge during the process of decision making and assessment.  相似文献   

15.
为了提高基于数据挖掘的商业银行信贷管理系统的信贷风险评估水平,将多决策树的Choquet模糊积分融合(MTCFF)模型应用到银行信贷管理系统中。基本思想是采用决策树在已知类型的客户数据上进行挖掘,按照决策树剪枝程度不同形成不同的决策树并产生规则,利用所生成的不同决策树的规则,对未知类型的客户数据进行分类,然后让Choquet模糊积分对多棵决策树的分类结果进行融合,形成最优判断。采用UCI数据库中German客户信用卡数据集进行验证,实验证明Choquet模糊积分的非线性融合效果优于单棵决策树的分类效果,也优于其他线性融合方法,并且Choquet模糊积分要优于Sugeno模糊积分。  相似文献   

16.
As a result of uncertainty and complexity for environments of decision-making, it is more suitable for decision makers to use hesitant fuzzy linguistic information. In this paper, a novel group decision making (GDM) model based on fuzzy linear programming is proposed for incomplete comparative expressions with hesitant fuzzy linguistic term set (HFLTSs). We establish an equivalence theorem of additive consistency between 2-tuple fuzzy linguistic preference relation (FLPR) and corresponding fuzzy preference relation. Based on this framework, a fuzzy linear programming is established to address incomplete comparative expressions with HFLTSs. It is more important that the proposed fuzzy linear programming has a double action, finding the highest consistent incomplete 2-tuple FLPR and increasing inconsistent 2-tuple FLPR to the additive consistent 2-tuple FLPR based on given incomplete comparative expressions with HFLTSs. By this means, a novel GDM model is constructed based on importance induced ordered weighted averaging operator. Finally, an investment decision-making in real-world is solved by the proposed model, which shows the result of GDM is effectiveness.  相似文献   

17.
Avoiding the possibility of bankruptcy during the investment horizon is very important to multi-period portfolio management. This paper considers a multi-period fuzzy portfolio selection problem with bankruptcy control. A multi-period portfolio optimization model imposed by a bankruptcy control constraint in fuzzy environment is proposed on the basis of credibility theory. In the proposed model, a linearly recourse policy is used to reflect the influence of historical predication basis on current portfolio decision. Three optimization objectives, viz., maximizing the terminal wealth and minimizing the cumulative risk and the cumulative uncertainty of the returns of portfolios over the whole investment horizon, are taken into consideration. For solving the proposed model, a fuzzy programming approach is applied to transform it into a single objective programming model. Then, a hybrid particle swarm optimization algorithm is designed for solution. Finally, an empirical example is presented to illustrate the application of the proposed model and solution comparisons are also given to demonstrate the effectiveness of the designed algorithm.  相似文献   

18.
The intuitionistic fuzzy decision making problems have gained great popularity recently. Most of the current methods depend on various aggregation operators that provide collective intuitionistic fuzzy values of alternatives to be ranked. Such collective information only depicts the overall characteristics of the alternatives but ignores the detailed contrasts among them. Most important of all, the current decision making procedure is not in accordance with the way that the decision makers (DMs) think about the decision making problems. In this paper, we develop a novel intuitionistic fuzzy decision making model in the framework of decision field theory. The decision making model emphasizes the contrasts among alternatives with respect to each attribute that competes and influences each other, and thus, the preferences for alternatives can dynamically evolve and provide the final optimal result. After that, we develop an intuitionistic fuzzy group decision making model based on decision field theory, and then make a practical case study on the application of the developed models to the “one belt, one road” investment decision making problems. Finally, we point out the characteristics and the limitations of our models in detail.  相似文献   

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