Strategy subset selection method and device under multiple evaluation indexes
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 b...
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Main Authors | , |
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Format | Patent |
Language | Chinese English |
Published |
30.06.2023
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Subjects | |
Online Access | Get full text |
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Summary: | 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 |
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Bibliography: | Application Number: CN202310401374 |