| 基于模糊多属性决策的多维时序信用风险评价建模 |
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| 引用本文： | 张洪祥,毛志忠.基于模糊多属性决策的多维时序信用风险评价建模[J].信息与控制,2011,40(5). |
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| 作者姓名： | 张洪祥 毛志忠 |
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| 作者单位： | 1. 东北大学信息科学与工程学院,辽宁沈阳110004;辽东学院,辽宁丹东118001
2. 东北大学信息科学与工程学院,辽宁沈阳110004;东北大学流程工业综合自动化重点实验室,辽宁沈阳 110004 |
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| 基金项目： | 国家自然科学基金资助项目，国家973计划资助项目 |
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| 摘 要： | 针对属性权重完全未知且数据为多维时序的信用风险评价问题,提出基于多属性决策与模糊聚类相结合的混杂信用风险评价建模方法.该方法使用离差最大化方法和二次规划模型得出指标属性的综合权重,对受评样本在各时点上进行多属性决策得到决策评分,再通过决策评分矩阵进行模糊聚类,并对结果进行了有效性验证.最后通过实例验证,证明该方法具有可行性和有效性.
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| 关 键 词： | 属性权重 线性规划 多属性决策 模糊聚类 |
Credit Risk Evaluation Modeling Based on Fuzzy Multi-Attribute Decision Making of Multi-dimensional Time Series |
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| ZHANG Hongxiang,MAO Zhizhong.Credit Risk Evaluation Modeling Based on Fuzzy Multi-Attribute Decision Making of Multi-dimensional Time Series[J].Information and Control,2011,40(5). |
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| Authors: | ZHANG Hongxiang MAO Zhizhong |
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| Affiliation: | ZHANG Hongxiang~(1,2),MAO Zhizhong~(1,3) (1.School of Information Science & Engineering,Northeastern University,Shenyang 110004,China,2.Eastern Liaoning University,Dandong 118001,3.Key Laboratory of Integrated Automation of Process Industry,China) |
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| Abstract: | To solve the credit risk evaluation problem in which the attribute weights are completely unknown and the data are multidimensional time series,a method of credit risk evaluation modeling based on the multi-attribute decision making and fuzzy clustering is presented.This method uses deviation-based maximization method and quadratic programming model to determine comprehensive weights of index attribute.The evaluated samples on each time point are scored by multi-attribute decision making,then fuzzy clusteri... |
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| Keywords: | attribute weight linear programming multi-attribute decision making fuzzy clustering |
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