TOPSIS-GRA法下的企业动态信用评价方法及其应用

针对传统信用评价方法较少考虑到时间的延续性,且只注重信用基础值而忽视其发展趋势的问题,本文提出了一种具有风险抗性信用奖惩特征的TOPSIS-GRA的动态信用评价方法。首先,利用指标信息量诱导密度算子对静态数据进行综合集成,得到静态综合信用评价值,在此基础上构造动态信用评价加权决策矩阵;其次,在对矩阵进行TOPSIS法验算的过程中嵌入企业风险抗性信用奖惩点,进而得到包含奖惩性质的相对贴近度;再以GRA方法得到各受评企业理想的信用发展趋势关联度,结合两者最终得到融合风险抗性奖惩量、信用基础值和信用发展趋势三项特征的稳定科学的企业动态信用评价结果。最后,给出了一个实证分析,验证了该方法的有效性及合理性。

Enterprise Dynamic Credit Revaluation Method Based onTOPSIS-GRA and Its Application

As in the traditional credit evaluation methods, the continuity of time is often less considered and basic credit value is emphasized while credit development tendency is ignored. This paper proposes a dynamic credit evaluation method which fuses the results of both TOPSIS having risk resistance rewards or punishments feature and Grey Relation Analysis. Firstly, using index information content induced density weighted algorithm (IDWAg) we aggregate the information and then gain static comprehensive credit value, building dynamic credit evaluation weighted decision-making matrix. Secondly, during the process of using TOPSIS, the enterprise risk resistance rewards or punishments are embedded, reaching the relative closeness degree fusing rewards and punishments feature. Then GRA method is applied to obtain the relevancy of enterprise credit tendency evaluated with ideal credit development tendency. Considering the results of both TOPSIS and GRA methods, the stable and scientific credit result will be got, which blends the features of risk resistance rewards or punishments, basic credit value and credit development tendency. Finally, a demonstration analysis is provided, verifying the validity and the rationality of this method.