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首页> 外文会议>Youth Academic Annual Conference of Chinese Association of Automation >Risk Evaluation Decision Models Combined Interval Type-2 Fuzzy Cross-entropy and Risk Preference
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Risk Evaluation Decision Models Combined Interval Type-2 Fuzzy Cross-entropy and Risk Preference

机译：风险评估决策模型组合间隔类型-2模糊跨熵和风险偏好

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In this paper, we discussed risk evaluation decision models combined cross-entropy and risk preference under interval type-2 fuzzy environment, in which all attribute values provided by expert take the form of interval type-2 fuzzy sets(IT2FSs). Firstly, some basic concepts and arithmetic average (AA) operator about IT2FSs are introduced. Then, we proposed the fuzzy factor, hesitant factor and interval factor to quantify the fuzziness, hesitancy and interval information of one IT2FS, respectively. An interval type-2 fuzzy cross-entropy has been initiated based on these three factors to measure the discrimination degree of uncertain information between two IT2FSs. Meanwhile, in order to reflect the decision maker's attitude towards risk, risk preference factor was put forward. Moreover, two programming models are built, which contain attribute weights are completely unknown and attribute weights are partly known under different risk preference. Finally, we utilize a simple example about liquidity risk evaluation for banks to illustrate the feasibility and effectiveness of the proposed method.
机译：在本文中，我们讨论了风险评估决策模型在间隔类型-2模糊环境下组合交叉熵和风险偏好，其中专家提供的所有属性值采用间隔类型-2模糊集（IT2FS）的形式。首先，介绍了一些关于IT2FSS的基本概念和算术平均（AA）操作员。然后，我们提出了模糊因子，犹豫不决因素和间隔因素，以分别量化一个IT2FS的模糊，犹豫和间隔信息。基于这三个因素启动了间隔类型-2模糊跨熵，以测量两个IT2FS之间不确定信息的辨别程度。同时，为了反映决策者对风险的态度，提出了风险偏好因素。此外，构建了两个编程模型，其中包含属性权重是完全未知的，并且属性权重在不同的风险偏好下是部分所知的。最后，我们利用了关于银行的流动性风险评估的简单示例来说明所提出的方法的可行性和有效性。

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