Open AccessEstablishment of Multi-granularity Three-way Decision Model Based on the Minimization of Financial Risk
Author(s) -
XiaoYing Wan
Publication year - 2020
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1533/2/022034
Subject(s) - granularity , computer science , decision analysis , optimal decision , decision model , decision rule , decision problem , heuristic , minification , risk analysis (engineering) , decision support system , space (punctuation) , transformation (genetics) , data mining , decision tree , mathematical optimization , artificial intelligence , machine learning , mathematics , algorithm , business , statistics , programming language , operating system , biochemistry , chemistry , gene
To reduce the decision risk from direct acceptance or rejection in the traditional two-way decision, the multi-granularity space of the problem decision is analyzed, and the multi-granularity three-way decision model based on the minimization of financial risk is studied in this paper. Based on the cost analysis of the three-way decision, to identify the optimal granularity space, the characteristics of different decision weights that various attributes have in the granularity space are combined to identify the decision action with the minimum risk from multiple different levels of granularity with the importance and decision weight of granulation as the heuristic information. Finally, to address some practical problems that require an urgent decision in the uncommitted options, the two-way decision transformation method based on risk control is provided and applied to the practical instance.