中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Dynamic risk management in petroleum project investment based on a variable precision rough set model

文献类型:期刊论文

作者Xie, Gang1; Yue, Wuyi2; Wang, Shouyang1; Lai, Kin Keung3
刊名TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE
出版日期2010-07-01
卷号77期号:6页码:891-901
关键词Dynamic risk management Petroleum Variable precision rough set Multi-objective programming
ISSN号0040-1625
DOI10.1016/j.techfore.2010.01.013
英文摘要In this paper, an adaptive algorithm is designed for dynamic risk management in petroleum project investment based on a variable precision rough set (VPRS) model. In risk management, at each stage of decision-making, experts are invited to identify risk indices and support the decision-maker in evaluating the risk exposure (RE) of individual projects. The VPRS model is used to mine risk rules and determine the significance of risk indices from RE decision tables. Considering that there are multiple risks involved in any petroleum project investment, we use multi-objective programming to obtain the optimal selection of projects with minimum RE, where the significance of risk indices is assigned to each of the corresponding multi-objective functions as a weight. Moreover, we develop a risk ranking model to measure the degree of risk for individual projects in a portfolio. Finally, a numerical example based on a Chinese petroleum company's investments in overseas projects is presented to illustrate the proposed approach, and then conclusions are drawn. (C) 2010 Elsevier Inc. All rights reserved.
WOS研究方向Business & Economics ; Public Administration
语种英语
WOS记录号WOS:000280040700006
出版者ELSEVIER SCIENCE INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/10180]  
专题系统科学研究所
通讯作者Xie, Gang
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Konan Univ, Dept Intelligence & Informat, Kobe, Hyogo 6588501, Japan
3.City Univ Hong Kong, Dept Management Sci, Hong Kong, Hong Kong, Peoples R China
推荐引用方式
GB/T 7714
Xie, Gang,Yue, Wuyi,Wang, Shouyang,et al. Dynamic risk management in petroleum project investment based on a variable precision rough set model[J]. TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE,2010,77(6):891-901.
APA Xie, Gang,Yue, Wuyi,Wang, Shouyang,&Lai, Kin Keung.(2010).Dynamic risk management in petroleum project investment based on a variable precision rough set model.TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE,77(6),891-901.
MLA Xie, Gang,et al."Dynamic risk management in petroleum project investment based on a variable precision rough set model".TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE 77.6(2010):891-901.

入库方式: OAI收割

来源:数学与系统科学研究院

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