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基于贝叶斯方法的项目投资风险决策
引用本文:李矫臣,张娜.基于贝叶斯方法的项目投资风险决策[J].基建优化,2006,27(3):54-56.
作者姓名:李矫臣  张娜
作者单位:山东宜华建设咨询有限公司,威海,264200
摘    要:由于投资受政策、社会环境、经济环境、管理水平等诸多因素的制约,因而投资成败的不确定性极大。本文将贝叶斯决策理论应用于投资决策中,建立了投资贝叶斯风险决策模型,分析了决策模型中各种参数的确定方法,并阐述了该模型对降低决策风险的作用。在风险决策中,信息的价值可以定量,运用贝叶斯公式分析在风险决策中增大信息量,有益于降低决策风险。

关 键 词:贝叶斯决策  风险决策  正态分布  概率
文章编号:1000-7717(2006)03-0054-03
收稿时间:2006-03-22
修稿时间:2006年3月22日

Risk Decision of Project Investment Based on Bayes Method
LI Jiao-chen,ZHANG Na.Risk Decision of Project Investment Based on Bayes Method[J].Optimization of Capital Construction,2006,27(3):54-56.
Authors:LI Jiao-chen  ZHANG Na
Institution:Shandong Yihua Construction Consulting Co. , Ltd, Weihai 264200, China
Abstract:The investment is suffered by many factors such as the policy, social environment, economic environment, the level of management , etc. Then the investment indetermination is biggest. This text takes the theories of Bayes decision making inside in the investment, and establishes the model of the investment based on Bayes decision making, then analyzes the method of the decision model inside the every kind of number, expresses that the model makes policy the function of the risk lowly. In the risk decision, information can be fixed amount, extend the information amount in the risk decision based on Bayes formula, it is beneficial to 1 make policy the low risk.
Keywords:Bayes decision making  risk decision  normal distribution  possibility
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