本文在分析国内外现有研究的基础上建立了基于风险分析的贷款组合优化决策。
This paper set up the decision-making model of loan' s portfolio optimization based on the analysis of risk base on the domestic and overseas research.
然后从计算方法上，将该贷款组合优化问题归结为一类有上下限的非连续、多峰的特殊背包问题。
Then, analyzed from calculation methods, this model is a type of Knapsack Problem with restrictions between lower-limit and upper-limit, which is a discontinuous and multi-maximum complicated problem.
针对贷款组合优化决策模型的求解问题，论文提出了用于求解该问题的二进制粒子群算法，并阐明了算法的具体实现过程。
This paper brings forward the binary improved particle swarm optimization algorithm for decision of loans combinatorial optimization problem, and illustrates the detailed realization of the algorithm.
第二章分析了贷款组合与优化决策的理论基础。
The second chapter analyzes the theoretical ground of the loan portfolio and its optimization.
第三章建立了基于有上界限制的组合贷款决策优化模型。
In the third chapter we build a bank loan portfolio optimization model on the ground of upper limits.
银行在经营中的一项重要决策，就是对贷款组合结构进行优化，以持有一个具有尽可能高的收益率和尽可能小的风险的贷款组合。
One important decision of bank management is to optimize the loan portfolio structure so as to hold a loan portfolio with possible highest yield and relevant lowest risk.
根据不同期限贷款、债券的本息和风险情况以及项目各期末盈利水平，提出了一个使资金成本最低的贷款、债券组合筹资优化模型。
Based on the interest and risk conditions of loans and bonds, and the profit levels of the project in different periods, an optimal model for fund raising by combining loans and bonds is proposed.
第四章建立了基于行业组合的贷款总体风险优化决策模型。
In the forth chapter, we build a total risk optimization model of portfolio loan on the base of expect return.
第四章建立了基于行业组合的贷款总体风险优化决策模型。
In the forth chapter, we build a total risk optimization model of portfolio loan on the base of expect return.
应用推荐