2005 5 5 :100026788 (2005) 0520074209, (, 350002) :,,, : ; : C931 : A The Simulation Experiment on Verifying the Convergence of Combination Evaluation CHEN Guo2hong, LI Mei2juan (Management school, Fuzhou University, Fuzhou 350002,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 ] :2004204215 : (70171026) : (1953 - ),,,,, : 1995-2005 Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved
5 75,,, ( ) 2 211 : [11 1 : ] 2 :, 212, 1, : 1) Matlab 2) M ( ) M ( ), [12 ( ) ] 3) M 1995-2005 Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved
76 2005 5 1 [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 1995-2005 Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved
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, 3 311 : [13 ] [14 ] [14 ] [15 ] [16 ] 312 [2 : (1) ] : [9 Borda Copeland ; (2) : ] 313 Matlab611 ( ) ( ) [13 ] 314,, 0, 0 ;, 6) 9) 4 411, Matlab611 100, 50 45, 50 60, [11 ],, 20 ( 1 2) 100 ( 3) ( 1) 1995-2005 Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved
78 2005 5 ( 2),, 0, 3 100 ( ) 1 1 4 938889 0 340741 0 2 1 240741 0 014815 0 3 20 72444 0 192593 0 4 62 97593 4 133333 0 074074 0 014815 0 5 22 62667 0 2 0 014815 0 6 2 275 0 155556 0 022222 0 7 1 752778 0 061111 0 011111 0 8 148 5431 5 566667 0 1 0 022222 0 9 47 11167 0 238889 0 011111 0 10 34 13333 0 655556 0 055556 0 022222 0 011111 0 11 12 76296 0 407407 0 014815 0 12 2 165278 0 066667 0 13 4 245833 0 377778 0 022222 0 14 0 759259 0 15 79 5778 2 496296 0 22963 0 02963 0 16 18 3 0 296296 0 17 359 4333 0 281481 0 02963 0 18 164 125 4 144444 0 166667 0 19 47 11167 0 238889 0 011111 0 20 40 375 0 772222 0 038889 0 2 1 4 938889 0 237037 0 014815 0 2 1 240741 0 037037 0 3 20 72444 1 333333 0 133333 0 4 62 97593 2 607407 0 155556 0 014815 0 5 22 62667 0 607407 0 103704 0 6 2 275 0 133333 0 022222 0 7 1 752778 0 127778 0 8 148 5431 4 711111 0 177778 0 022222 0 9 47 11167 2 077778 0 244445 0 033333 0 10 34 13333 1 005556 0 155556 0 011111 0 11 12 76296 0 474074 0 044444 0 014815 0 12 2 165278 0 088889 0 13 4 245833 0 26667 0 01111 0 14 0 759259 0 051852 0 1995-2005 Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved
5 79 15 79 5778 1 785185 0 148148 0 014815 0 16 18 3 0 71111 0 103701 0 014815 0 17 359 4333 0 918519 0 118519 0 014815 0 18 164 125 3 477778 0 122222 0 0111111 0 19 47 11167 2 077778 0 244444 0 033333 0 20 40 375 1 16667 0 155556 0 412 3 [13 ] 1 3 0 2 25 20 :FXP ΠGDP ( %) ; FRP 3 54 30 ΠGDP ( %) ; PPE 4 15 50 5 3 0 ;CCE ;FVP ΠGDP( %) ; GGP GDP ;XCS 1986 1998 7 [13 ] 1 M = {,, DEA, } DEA [13 ] 1 4 4 DEA DEA ( u 1 ) ( u 2 ) ( u 4 ) ( u 5 ) ( u 3 ) 1986 0 0997 6 0 3128 8 0 6752 6 0 13 0 9499 2 10 91667 1987 0 0726 8 0 2949 10 0 656 7 0 2386 12 0 8789 3 4 916667 1988 0 0223 11 0 1048 12 0 13 0 3332 10 0 6043 6 1 666667 1989 0 13 0 13 0 2522 10 0 31 11 0 7999 4 2 25 1990 0 2875 2 0 5119 5 0 6107 8 0 4648 9 1 1 10 1991 0 1715 5 0 475 6 0 7795 4 0 55 8 0 544 7 2 916667 1992 0 0918 7 0 5581 4 1 1 0 6914 6 0 2007 10 7 1993 0 0412 10 0 2691 11 0 2319 11 0 6346 7 0 1195 12 3 583333 1994 0 0205 12 0 3119 9 0 0191 12 0 86 4 0 13 14 25 1995 0 0467 9 0 4506 7 0 508 9 0 9984 2 0 1362 11 10 91667 1996 0 2682 3 0 6912 3 0 7645 5 0 9934 3 0 3704 9 1 1997 1 1 1 1 0 9058 2 1 1 0 6867 5 0 25 1998 0 2444 4 0 7623 2 0 8284 3 0 8488 5 0 4668 8 1 666667 : MATLAB611 DEA SPSS 1995-2005 Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved
80 2005 5 M, = 019, u 5 = (019499,018789,016043,017999,1,01544,012007,011195,0,011362,013704, 016867,014668) T, u 5 5 gu j = i = 1 i 5 u ij, j = 1,2,,13, gu = ( 01271925, 01315525, 01115075, 0114055, 01468725, 01494, 01585325, 012942, 0130287501500925, 01679325,0197645,01670975) T, u 5 gu r 5 = - 0111401, M = 0192, u 1 = (010997,010726,010223,0,012875,011715,010918, 010412,010205,010467,012682,1,012444) T, u 1 ( u 2, u 3, u 4 ), gu = (01329333,013965,01146,011874,01529133,016015,01749833,01378533,01397,01652333,01816367,019686, 01813167) T, u 1 gu r 1 = 01690432 > r 0101 = 01684, u 1 gu,, M 1 = {,, DEA } 4, 51487179 ( Borda Copeland ), 5, 01128205 ;, 5, 0 5 Borda Copeland Borda Copeland 1986 8 7 7 01333333 7 7 7 0 1987 9 9 9 0 9 9 9 0 1988 12 12 12 0 12 12 12 0 1989 13 13 13 0 13 13 13 0 1990 6 6 6 0 6 6 6 0 1991 5 5 5 0 5 5 5 0 1992 4 4 4 0 4 4 4 0 1993 11 10 11 01333333 11 11 11 0 1994 10 11 10 01333333 10 10 10 0 1995 7 8 8 01333333 8 8 8 0 1996 3 2 2 01333333 2 2 2 0 1997 1 1 1 0 1 1 1 0 1998 3 3 3 0 3 3 3 0 01128205 0 ( ) 6 01512821 ;, 6, 0, 1995-2005 Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved
5 81 6 1986 11 9 11 11333333 10 10 10 0 1987 8 8 9 01333333 8 8 8 0 1988 13 13 13 0 13 13 13 0 1989 12 12 12 0 12 12 12 0 1990 7 5 7 11333333 7 7 7 0 1991 6 6 6 0 6 6 6 0 1992 4 4 4 0 4 4 4 0 1993 10 10 10 0 11 11 11 0 1994 9 11 8 21333333 9 9 9 0 1995 5 7 5 11333333 5 5 5 0 1996 2 2 2 0 2 2 2 0 1997 1 1 1 0 1 1 1 0 1998 3 3 3 0 3 3 3 0 01512821 0 5 6 5 0, ; ( ) : [ 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, 2002,462-470 [ 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) : 56-58 (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) : 84-87 (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) : 95-97 1995-2005 Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved
82 2005 5 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) :667-672 Chen Guohong, Chen Yantai, Li Meijuan Research on the combination evaluation system[j ] Journal of Fudan University(Natural Science), 2003,42(5) : 667-672 (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 :507-514 [12 ], [J ],2004,12(1) :101-105 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) :101-105 (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] :,2000,147-285 Peng Yongxing Management Decision2making Analysis[M] Beijing :Science Press, 2000, (10) :147-285 (in Chinese) [15 ],, [J ], 2002, (4) : 51-53 Li Guo, Shen Xiaoyong, Wang Yingming A kind of method sorting DMU[J ] Forecasting, 2000,(4) :51-53 (in Chinese) [16 ] [M] :,1998,281-315 HE Xiaoqun The Methods of Modern Statistics Analysis [ M ] Beijing : Renming University of China 1998, 281-315 ( 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 : 273-291 [2 ] Rockafellar R T,Uryasev S Optimization of conditional value2at2risk[j ] J Risk,2002 2 [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] :,2002 27-47 Li Min2qiang, Kou Ji2song, etc Basic Theory of Genetic Algorithm and Its Applications[M] Beijing : Science Press, 2002 27-47 [6 ],, [M] :,1998 22-38 Kang Li2shan, Xie Yun, etc Non2Numerical and parallel Algorithms Simulated Annealing Algorithm [ M ] Beijing : Science Press,1998 22-38 [7 ], [J ] : ( ),2004,32(6) :802-805 Chen Hua2gen,Wu Jian2sheng,etc Mechanism study of simulated annealing algorithm[j ] ShangHai :Journal of TongJi University (Natural Science),2004,32(6) :802-805 1995-2005 Tsinghua Tongfang Optical Disc Co, Ltd All rights reserved