[1]徐泽水,达庆利.风险投资中基于权矩阵的层次合成法[J].东南大学学报(自然科学版),2003,33(3):363-367.[doi:10.3969/j.issn.1001-0505.2003.03.029]
 Xu Zeshui,Da Qingli.Synthetic hierarchy methods based on weight matrices in risk investment[J].Journal of Southeast University (Natural Science Edition),2003,33(3):363-367.[doi:10.3969/j.issn.1001-0505.2003.03.029]
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风险投资中基于权矩阵的层次合成法()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
33
期数:
2003年第3期
页码:
363-367
栏目:
数学、物理学、力学
出版日期:
2003-05-20

文章信息/Info

Title:
Synthetic hierarchy methods based on weight matrices in risk investment
作者:
徐泽水 达庆利
东南大学经济管理学院, 南京 210096
Author(s):
Xu Zeshui Da Qingli
College of Economics and Management, Southeast University, Nanjing 210096, China
关键词:
层次合成法 权矩阵 风险投资
Keywords:
synthetic hierarchy method weight matrix risk investment
分类号:
O223
DOI:
10.3969/j.issn.1001-0505.2003.03.029
摘要:
首先给出了2种基于权矩阵的层次合成法, 第1种方法利用权矩阵使整个层次系统中所有横向联系及纵向联系统一于单个优化目标函数之中, 并通过计算一个简洁的公式获得系统的排序向量; 第2种方法利用权矩阵建立一个简洁的线性目标规划模型, 并通过求解该模型获得系统的排序向量. 然后把层次合成法推广到具有多个准则层的系统. 最后把它们应用于解决风险投资领域中的项目评估问题.
Abstract:
Two new synthetic hierarchy methods based on weight matrices are given. The first method enables all horizontal and vertical connections of a hierarchical system to be united in a single optimizing objective function by using the weight matrices, and determines the ultimate priority vector utilizing a simple formula. The second method develops a simple linear goal programming model based on weight matrices, and then determines the ultimate priority vector by solving the model. The two methods are then extended to the case with many intermediate levels of criteria. Finally, the two methods are applied to the project evaluation in the field of risk investment.

参考文献/References:

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备注/Memo

备注/Memo:
基金项目: 国家自然科学基金资助项目(79970093)、东南大学-南瑞继保公司学位论文基金资助项目.
作者简介: 徐泽水(1968—), 男, 博士后, 副教授; 达庆利(联系人), 男, 教授, 博士生导师, dql@public1.ppt.js.cn.
更新日期/Last Update: 2003-05-20