Strategy subset selection method and device under multiple evaluation indexes

• Main Authors: WEN CHENGYAO, LOU YIN
• Format: Patent
• Language: Chinese; English
• Published: 30.06.2023
• Subjects: 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

The embodiment of the invention provides a strategy subset selection method and device under multiple evaluation indexes, which are used for selecting a strategy subset from a strategy set containing multiple strategies, and the strategy subset is used for judging the risk of a transaction. At the beginning, a plurality of strategies in a strategy total set are respectively used as subsets to be selected, and a plurality of optimal subsets which are not mutually dominated are found in a multi-evaluation index space, namely, a multi-target space, and are used as Pareto leading edges. The non-mutual control means that various index values of a certain preferred subset are superior to those of another preferred subset. Sampling the Pareto leading edge to obtain a sampling subset; and then, forming new subsets by adding strategies in a strategy total set into the sampling subsets, taking the subsets and the Pareto leading edge as new subsets to be selected, and iteratively executing the process. And when the Pare