金融信息风险决策中的熵应用

由于金融信息决策问题的环境存在许多不确定因素,因此就有风险型决策。对风险型决策采用的是概率统计方法,所依据的是期望值准则。然而,复杂的现实生活不断向我们提出这样的问题:依据期望值准则所作出的决策,其不确定性的程度到底有多大?能否寻找到不确定性程度较低的决策方法?本文通过对熵的引入与应用,提出了金融信息风险决策中产生高熵的几个主要因素,同时给出了决策中使系统不确定性的度量——熵变小的方法,使信息管理决策中的熵思想得到广泛的应用。

Financial Information Entropy Application in Risk Decision-making

Because of many uncertain factors on the financial information decision problems to the environment,so there is risk type decision.The risk type decision is made using the methods of statistics,which is based on the expected value criterion.However,the complex real life constantly put to us such a problem： on the basis of expected value decision made of,its uncertainty degree have after all how old？ This paper based on the introduction and application of entropy,puts forward the financial information risk decision to produce a high entropy of some main factors,at the same time the decision-making for system uncertainty measure——entropy becomes smaller method,make the information management decision-making in receive wide application of entropy theory.