摘要
对于考虑供应链时的企业信贷风险评估问题,提出基于粗糙集的解决办法.首先,根据样本数据建立决策信息表;然后采用等间距法对决策信息表的连续属性值进行离散化,并且应用辨识矩阵求出最小约简;最后,应用启发式值约简算法求出决策规则.试验计算结果表明,所提出的方法对企业的信贷等级能够进行有效的预测.
A method for risk assessment of corporate credit considering effect of supply chain is proposed based on rough set theory.First,a decision information table is built based on the sample data.The continuous attribute values in the decision information table are then discretized by using the equal interval width approach.Then,the smallest reductions are acquired based on the discernibility matrix.Finally,decision rules are extracted by applying the heuristic value reduction algorithm.The testing results show that the proposed method could predict the corporate credit degrees effectively.
出处
《数学的实践与认识》
CSCD
北大核心
2010年第23期9-15,共7页
Mathematics in Practice and Theory
基金
北京理工大学基础研究基金(BIT-UBF-20070842009)
关键词
风险评估
企业信贷
供应链
决策信息表
粗糙集
risk assessment
corporate credit
supply chain
decision information table
rough set theory
