固定收益决策支持系统机理建模与数据挖掘的协同研究

Cooperative research of mechanism modeling and data mining for fixed-income decision support systems

以固定收益决策支持系统(FIDSS)的机理建模和数据挖掘的协同研究为重点,对FIDSS的结构分层设计、协同联结模式与协同作业功能进行了分析,对FIDSS的确定性关联、选择性关联和动态关联等三个层次上的机理建模与数据挖掘的交互方式进行了建构,以便进一步提高FIDSS的决策质量和对金融经济复杂系统管理的支持水平.

Fixed-income market has occupied a fundamental position in financial market systems.However, It＇s a field which develops slowly and research less in China.With the state＇s recent monetary policy adjustment,the first batch of companies listed on the Stock Exchange introduced debenture which required the FIDSS to be developed and refined.This paper focuses on the cooperative research of mechanism modeling and data mining,analyzes the design of the hierarchical structure,the collaboration link model as well as the function of coordinating operation.Meanwhile,this paper builds a structure of interactive approach of mechanism modeling and data mining on the levels of certainty association,selective association and dynamic association in order to further improve the quality of decision making on FIDSS and support the complex system of financial and economic management more successfully.