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 |
| DOI | 10.1016/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
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。