摘要
针对区域金融风险评价过程中存在的不确定性问题,提出一种基于区间数评价标度的金融风险评价体系。首先对现有金融风险评价指标进行分析,构建了一种新的区域金融风险评价指标体系。针对金融风险评价指标权重信息不完全可知的情况,在指标权重满足区间约束的条件下,构建了一个基于区间型综合评价值上界最大,上界最小的多目标优化模型,用于确定金融风险评价指标的实数型权重。最后给出了一种区间型金融风险评价方法,有效克服了金融风险评价过程中的不确定性。实证分析了五个区域的金融风险,验证了本文方法的可行性和可具操作性。
In view of the uncertainty in the process of regional financial risk evaluation. a financial risk evaluation system based on interval number evaluation scale is proposed. Firstly. the existing financial risk evaluation indexes are ana-lyzed. and a new regional financial risk evaluation index system is constructed. Aiming at the situation that the weight information of financial risk evaluation index is not completely known. under the condition that the index weight meets the interval constraint. a multiobjective optimization model based on the interval comprehensive evaluation value with the maximum upper bound and the minimum upper bound is constructed to determine the real weight of financial risk evaluation index. Finally. an interval financial risk evaluation method is given. which effectively overcomes the uncertainty in the process of financial risk evaluation. An empirical analysis of financial risks in five regions verifies the feasibility and operability of the method.
作者
郜燕群
Gao yan-qun(Huizhou Economics And Polytechnic College, Guangdong,Huizhou,516057)
出处
《贵阳学院学报（自然科学版）》
2019年第1期34-38,共5页
Journal of Guiyang University：Natural Sciences
关键词
金融风险
区间数
权重
可能度矩阵
Financial risks
Interval number
Weight
Possibility matrix
