基于粗糙集的银行存货质押业务投资决策研究

针对银行在存货质押业务筛选中缺乏有效方法,将决策粗糙集引入到存货质押业务筛选中,在考虑延迟决策最优投入的情况下,建立了一个基于期望损失最小下阈值和先验概率对比的决策模型。模型中根据投资决策下的收入和支出来确定损失函数,从而确定决策阈值,通过历史数据构建信息表确定先验概率,经阈值和先验概率二者对比,得出银行针对业务的最优决策,算例分析显示模型对银行业务投资决策有一定的借鉴意义。

Rough sets based investment decision making research of inventory financing business

Banks lack an effective filtering method of inventory financing. On this basis, this article introduces the decision theoretic rough set to inventory financing filtering. In the case of the optimal investment of delay decisions, the paper establishes a decision making model based on the contrast between the thresholds under the minimum expected losses and the prior probability. In the model, the loss functions are determined by the income and expenditure of the investment decisions. Thus the decision threshold is confirmed, and then the priori probability is obtained by establishing information table from historical data. The bank''s optimal decision is get through the contrast between the threshold and the priori probability. Numerical example shows that the model is of certain significance to bank''s investment decisions.