A Fusion Mechanism for Management Decision and Risk Analysis

被引：9

作者：

Hsu, Ming-Fu ^{[1
]}

机构：

[1] Chinese Culture Univ, English Program Global Business, 55 Hwa Kang Rd, Taipei 11114, Taiwan

来源：

CYBERNETICS AND SYSTEMS | 2019年 / 50卷 / 06期

关键词：

Decision making; forecasting; fuzzy support vector machine; risk management; FINANCIAL DISTRESS; FEATURE-SELECTION; RULE EXTRACTION; 2-LEVEL DEA; ROUGH SETS; PREDICTION; PERFORMANCE; SVM; CLASSIFIERS; FEATURES;

D O I：

10.1080/01969722.2018.1541596

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

This study introduces a fusion mechanism by incorporating a risk metric with two-level data envelopment analysis (two-level DEA) for describing a corporate's operation status and then constructs a hybrid model that combines rough set theory with artificial fish swarm algorithm (RSAFSA) and fuzzy support vector machine (FSVM) in order to forecast corporate operating performance. The introduced mechanism, supported by real-life cases, can assist both public and private market participants who must allocate their economic resources to suitable places as well as maximize their personnel wealth under anticipated risk exposure.

引用

页码：497 / 515

页数：19

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