考虑电压等级的多维度电力期货交易绩效建模和评估

Performance Modeling and Evaluation of Multi-dimensional Power Futures Trading by Considering Voltage Level

在传统电力期货交易绩效多维度评估过程中,评估权重的增益系数较小,导致电力期货交易绩效评估准确性差,提出考虑电压等级的多维度电力期货交易绩效建模评估方法。文章先分析电力期货交易流程,计算电力期货交易过程中的收益,获取电压等级与电力期货交易价格关系,考虑电压等级的影响作用从电力期货市场状况、杠杆绩效、保护绩效以及发展能力四个维度选取绩效评价指标,提高绩效评估指标权重的增益系数,通过乘积求和计算得到绩效评估结果,实现了多维度电力期货交易绩效的建模评估。测试结果显示:在正常电压、低电压以及高电压等级下,提出方法的绩效评价指标计算增益系数较高,在正常电压下的增益系数达到最大,并且具有较高的指标权重判别准确性与较高的评估效率。

In the traditional multi-dimensional evaluation process of power futures trading performance,the gain coefficient of evaluation weight is small,which leads to the poor accuracy of power futures trading performance evaluation.We analyze the power futures trading process,calculate the income in the process of power futures trading,obtain the relationship between voltage level and power futures trading price,consider the influence of voltage level,select performance evaluation indicators from four dimensions of power futures market status,leverage performance,protection performance and development ability,improve the gain coefficient of the weight of performance evaluation indicators,and calculate by product summation.The results of performance evaluation are obtained,and the multi-dimensional modeling evaluation of power futures trading performance is realized.The test results show that under the normal voltage,low voltage and high voltage level,the gain coefficient calculated by the performance evaluation index of the proposed method is higher,and the gain coefficient reaches the maximum under the normal voltage,and has higher accuracy of index weight discrimination and higher evaluation efficiency.