METHOD AND APPARATUS FOR DETERMINING RISK MANAGEMENT DECISION-MAKING CRITICAL VALUES

METHOD AND APPARATUS FOR DETERMINING RISK MANAGEMENT DECISION-MAKING CRITICAL VALUES

A method and apparatus for determining risk management decision-making critical values are disclosed. A method for determining critical values in risk management for decision-making comprises: initializing a set P comprising K combinations and utilizing the following steps for cyclic processing unti...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: XIAO, Kai, ZHAO, Wenbiao
Format: Patent
Sprache:eng ; fre ; ger
Schlagworte:
CALCULATING
COMPUTING
COUNTING
DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES
PHYSICS
SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR
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Beschreibung
Zusammenfassung:A method and apparatus for determining risk management decision-making critical values are disclosed. A method for determining critical values in risk management for decision-making comprises: initializing a set P comprising K combinations and utilizing the following steps for cyclic processing until a preset stop condition is satisfied: calculating the score of each combination in the set P, selecting two combinations from the set P each time and exchanging one or more critical values to generate two new combinations until the number of new combinations reaches a preset number; updating the set P according to the new combinations; determining the corresponding M critical values of the combination having the highest score in the set P to be available critical values.