基于有色Petri网的项目投资决策仿真分析

Simulation analysis of investment decision-making based on colored Petri net

在应用净现值辅助投资决策时,为了综合考虑决策者的市场敏感度、风险偏好以及项目滚动开发的特征,在分析项目运行过程特性基础上建立了基于有色Petri网的过程动态模型.模型描述了项目投资回收的总过程,综合考虑了5个影响项目运行的因素:项目本身的投入产出关系、市场因素对项目产出的影响、项目再生产能力、决策者对市场的把握和决策者自身的风险偏好.设计了过程模型的计算机仿真框图来预测项目净现值.实例分析表明,模型误差较小,结果精度较高;基于有色Petri网的过程动态模型可以作为辅助投资决策的有效工具.

To consider synthetically decision-maker's sensitivity and risk preference as well as the characteristic of roll operation when assisting decision-making by net present value (NPV), a dynamic model based on colored Petri net was put forward through analyzing the characteristic of the whole project operation process. This model described the process of investment and return, and synthesized 5 main factors in project operation process, including: the input-output relation of the project itself, the impact of market states on project output, the project's reproductive capability, the grasp of the decision-maker on the market and his risk preference. To predict project NPV, a diagram adopting computer simulation was established. The good performance of the model applied on a concrete investing project proves its practicability and efficiency.