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风险分析中的信息扩散及其参数优化
引用本文:王倩,金萍,陆余楚. 风险分析中的信息扩散及其参数优化[J]. 应用数学与计算数学学报, 2003, 17(2): 75-84
作者姓名:王倩  金萍  陆余楚
作者单位:1. 上海大学数学系,上海,200436
2. 复旦大学数学所,上海,200433
基金项目:国家自然科学基金项目(19831020)资助,上海市重点学科建设项目资助.
摘    要:在进行风险分析和评估过程中,经常遇到样本信息不充分,数据不完备,即小样本问题.本文一,用信息扩散方法对两个具体项目进行分析处理,由于篇幅有限文中仅介绍一个.二在黄崇福教授提出的信息扩散基础上,提出两个优化准则,即波动最小准则和有限偏离度准则,应用优化方法,求得参数最优解,结果是十分理想的.

关 键 词:风险分析 信息扩散 参数优化 高血压 冠心病
修稿时间:2003-07-12

Information Diffusion and Parameter Optimized in Risk Analysis
Wang Qian Jin Ping Lu Yuchu. Information Diffusion and Parameter Optimized in Risk Analysis[J]. Communication on Applied Mathematics and Computation, 2003, 17(2): 75-84
Authors:Wang Qian Jin Ping Lu Yuchu
Affiliation:Wang Qian Jin Ping Lu YuchuDepartment of Mathematics,Shanghai University,Shanghai 200436,China, Fudan University,Shanghai 200433,China.
Abstract:During analyzing and estimating the risk,we often meet with the situation of inadequate sample information and incomplete data,that is,small-sample problem.Firstly,two practical projects are analyzed and dealed with by means of Information Diffusion Method(IDM).Only one of them is introduced here for the limit of the paper length.Secondly,based on the IDM which was brought forth by Professor Huang Chongfu, this paper brings forward two optimal criteria-"Minimum Fluctuation Criterion" and "Limited Departure Criterion" .Better results will be obtained through the optimal method.
Keywords:coronary heart disease   information diffusion   optimize
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