摘要
利用层次分析法(简称AHP)确定中国证券公司各种风险因素的影响程度,并据此计算各证券公司的风险综合评价值,用三角白化权函数的灰色评估方法来计算各指标每个风险层次的可能程度,用灰色熵及模糊熵的计算来判断风险评价的不确定程度。从而建立了一套相对有效的风险预警系统,为科学预测证券公司未来的风险及经营决策提供了依据。
The impact level of various risk factor of China＇s securities company is specified by utilizing Analysis Hierarchical Planning （AHP）, on basis of which risk comprehensive assessment value of various companies is calculated, using the gray assessment method of the triangle whiten function theory to calculate the possibility of each risk level of various index, using the calculation of gray entropy and fuzzy entropy to judge the uncertainty of risk assessment. Hence, a series of relatively effective risk early-warning system is to entifically the future risk of securities companies be established, offering a basis for measuring sciand operation decision-making.
出处
《金融理论与实践》
北大核心
2006年第9期3-6,共4页
Financial Theory and Practice
关键词
证券市场
风险
一致性指标
securities market
risk
consistency index
