基于蚁群-层次分析法的海外投资风险评估

The Risk Evaluation of Oversee Investment Project Based on ACO-AHP Method

针对某海外电力投资项目的风险评估问题,提出一种基于蚁群-层次分析法的风险评估方法(简称ACO-AHP方法),在满足一致性要求条件下调整前后判断矩阵的差异性最小为目标函数,将判断矩阵的调整问题转化为蚁群算法的旅行商问题,计算风险权值向量,通过数值算例验证了方法的有效性,并主要风险提出相应的防范措施。结果表明,本文所述方法应用于海外投资项目的风险评估中,可得到更为合理的权值向量,有助于针对潜在主要风险,制定相应的风险措施。

The analytic hierarchy process (AHP) is an effectively tool for risk evaluation and decision analysis. The better consistent of pairwise weighting matrix (PWM) will make the result more reasonable and wider application in the risk evaluation and decision analysis. An ACO-AHP method is proposed in this paper. In the proposed method, the minimization of difference index between original and modified matrices under the condition of consistency is defined as the objective function to solve the problem that the PWM is incompetent. And then the modification question of PWM is transferred into the traveling salesman problem. The effectiveness of proposed method is verified by a numerical example. Finally, the proposed method is applied into the risk evaluation of oversee investment project to verify the effectiveness of the proposed method. The results are shown that the optical PVM, which is more closely to the judgment of decision makers, can be acquired by the proposed method, and the relevant measurement can be then formulated based on the judgment.