The Simulation Experiment on Verifying the Convergence of Combination Evaluation

Transcript

1 : (2005) , (, ) :,,, : ; : C931 : A The Simulation Experiment on Verifying the Convergence of Combination Evaluation CHEN Guo2hong, LI Mei2juan (Management school, Fuzhou University, Fuzhou ,China) Abstract : Convergence of combination evaluation is studied through simulation experiment to resolve inconsistency among the evaluation conclusions drawn by different evaluation methods In this experiment, stochastic simulated data and practical examples data are used respectively to simulate the combination evaluation and re2combination evaluation by different kind methods The results indicate that combination evaluation converges very well After several times combination, combination evaluation results can reach consistency rapidly, thus consistent evaluation conclusions are obtained Key words : combination evaluation ; computer simulation experiment ; convergence 1 : ( ),, [1 ] [2 8 ] [9, ] :1),,, 2),,, [10 ] : : ( ) : ( ),,,,, : Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved

2 5 75,,, ( ) : [11 1 : ] 2 :, 212, 1, : 1) Matlab 2) M ( ) M ( ), [12 ( ) ] 3) M Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved

3 [12 ] 4) : M 1, M 1 Α M : a M,, k u k, u k b gu, c u k gu r k r k u k gu, k u k gu, M, M M 1 ; k M M, M Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved

4 5 77, M 1 5) m, i s 2 i ( i = 1,2,, m), m = 1 m s 2 i i = 1, 0, 0 ; j = 0 1 m 6) 7) 1, j = j + 1 8) m, i s 2 i ( i = 1,2,, m), = m s 2 i i = 1 9) 0, 0,,,, j jmax, j < jmax, 7) 9) ; j jmax, : [13 ] [14 ] [14 ] [15 ] [16 ] 312 [2 : (1) ] : [9 Borda Copeland ; (2) : ] 313 Matlab611 ( ) ( ) [13 ] 314,, 0, 0 ;, 6) 9) 4 411, Matlab , 50 45, 50 60, [11 ],, 20 ( 1 2) 100 ( 3) ( 1) Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved

5 ( 2),, 0, ( ) Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved

6 [13 ] :FXP ΠGDP ( %) ; FRP ΠGDP ( %) ; PPE ;CCE ;FVP ΠGDP( %) ; GGP GDP ;XCS [13 ] 1 M = {,, DEA, } DEA [13 ] DEA DEA ( u 1 ) ( u 2 ) ( u 4 ) ( u 5 ) ( u 3 ) : MATLAB611 DEA SPSS Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved

7 M, = 019, u 5 = (019499,018789,016043,017999,1,01544,012007,011195,0,011362,013704, ,014668) T, u 5 5 gu j = i = 1 i 5 u ij, j = 1,2,,13, gu = ( , , , , , 01494, , , , , , ) T, u 5 gu r 5 = , M = 0192, u 1 = (010997,010726,010223,0,012875,011715,010918, ,010205,010467,012682,1,012444) T, u 1 ( u 2, u 3, u 4 ), gu = ( ,013965,01146,011874, ,016015, , ,01397, , ,019686, ) T, u 1 gu r 1 = > r 0101 = 01684, u 1 gu,, M 1 = {,, DEA } 4, ( Borda Copeland ), 5, ;, 5, 0 5 Borda Copeland Borda Copeland ( ) ;, 6, 0, Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved

8 , ; ( ) : [ 1 ] Chen Guohong, Chen Yantai The research progress & development trend of comprehensive evaluation methods[a] Proceedings of 2002 International Conference on Management Science & Engineering[ C] Harbin : Harbin Institute of Technology (HIT) Press, 2002, [ 2 ] [J ],1995(5) :56-59 Guo XianGuang A new comprehensive evaluation method combination evaluation method[j ] Statistical Research, 1995,(5) : 56-59(in Chinese) [ 3 ] [J ],1997,17(11) :13-17 Peng Yongxing Combination evaluation research of international investment environment [J ] Systems Engineering Theory & Practice, 1997,17(11) :13-17 (in Chinese) [ 4 ], [J ],2001,16(1) :21-26 Liu Xihua, Hu Ning Study of combination method of investing scheme decision with multiple attribution[j ] Journal of Shandong Institute of Arch and Eng, 2001,16(1) :21-26 (in Chinese) [ 5 ] [J ],1997(6) :56-58 Zeng Xianbao Examination of the combination evaluation method before and after using[j ] Statistical Research, 1997(6) : (in Chinese) [ 6 ], [J ],2002,10(2) :84-87 Xu Zeshui, Da Qingli Study on method of combination weighting[j ] Chinese Journal of Management Science, 2002,10(2) : (in Chinese) [ 7 ] [J ],2002,10( ) :20-22 Lin Yuan2qing, Chen Jia2liang Study on combination method of weighting set[j ] Chinese Journal of Management Science, 2002, 10 (Special) :20-22 (in Chinese) [ 8 ] [J ],2000,10 (5) : Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved

9 Mao Ding2xiang A combinational evaluation method resulting in consistency between subjective and objective evaluation in the least squares sense[j ] Chinese Journal of Management Science, 2002,10(5) :21-26 (in Chinese) [ 9 ] [J ],2002, (10) :10-12 Xu Qiang Research of combination evaluation methods[j ] Jiangsu Statistics, 2002,(10) :10-12 (in Chinese) [10 ],, [J ] ( ),2003,42(5) : Chen Guohong, Chen Yantai, Li Meijuan Research on the combination evaluation system[j ] Journal of Fudan University(Natural Science), 2003,42(5) : (in Chinese) [11 ] Chen Guohong, Li Meijuan, Chen Yantai The research on measurement of drift about the evaluation conclusion of single method [A ] Proceedings of 2003 International Conference on Management Science & Engineering [ C ] Harbin : Harbin Institute of Technology ( HIT) Press,2003 : [12 ], [J ],2004,12(1) : Chen Guohong, Li Meijuan The research on the comprehensive evaluation method integration based on method set [J ] Chinese Journal of Management Science, 2004,12(1) : (in Chinese) [13 ] [J ],2000(3) :45-48 Wang Wei The evaluation of financial &tax polocies based on entropy[j ] Quantitative and Technical Economics,2000,(3) :45-48 (in Chinese) [14 ] [M] :,2000, Peng Yongxing Management Decision2making Analysis[M] Beijing :Science Press, 2000, (10) : (in Chinese) [15 ],, [J ], 2002, (4) : Li Guo, Shen Xiaoyong, Wang Yingming A kind of method sorting DMU[J ] Forecasting, 2000,(4) :51-53 (in Chinese) [16 ] [M] :,1998, HE Xiaoqun The Methods of Modern Statistics Analysis [ M ] Beijing : Renming University of China 1998, ( in Chinese) ( 67 ) VaR : :, VaR : [1 ] Fredrik Andersson, Helmut Mausser,Dan Rosen,Stanislav Uryasev Credit risk optimization with conditional value2at2risk criterion [J ] Math Program, 2001 Ser B 89 : [2 ] Rockafellar R T,Uryasev S Optimization of conditional value2at2risk[j ] J Risk, [3 ] CreditMetrics Technical Document[M] J P Morgan, NewYork, April 2,1997 [4 ] [M] :,2004 Zhan Yuan2rui Advanced Measurement and Management of Credit Risk in Banking [ M] Beijing : Economics & Science Press, 2004 [5 ],, [M] :, Li Min2qiang, Kou Ji2song, etc Basic Theory of Genetic Algorithm and Its Applications[M] Beijing : Science Press, [6 ],, [M] :, Kang Li2shan, Xie Yun, etc Non2Numerical and parallel Algorithms Simulated Annealing Algorithm [ M ] Beijing : Science Press, [7 ], [J ] : ( ),2004,32(6) : Chen Hua2gen,Wu Jian2sheng,etc Mechanism study of simulated annealing algorithm[j ] ShangHai :Journal of TongJi University (Natural Science),2004,32(6) : Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved