运用偏好信息熵与物元可拓理论相融合的偏好熵权物元可拓方法,构建基于偏好熵权物元可拓的商业银行信用风险预警模型。研究表明,基于偏好熵权物元可拓的信用风险预警模型的优势在于,通过偏好信息熵与物元可拓理论相融合的偏好熵权物元可拓方法,使得信用突变下信用风险的预警结果具有较好的平滑性与客观性。此外,运用模型的综合关联度预警功能,可以提高信用风险预警结果的精确度,能够很好地解决信用突变下商业银行信用风险的预警问题。
This paper constructs commercial bank credit risk early-warning model based on preference entropy-weight and matter-element extension by apply- ing preference entropy-weight and matter-element extension technique, and gives a relative example analysis. It believes that the superiority of model is to fufil double smothing function to credit risk under credit mutation status by merging preference information entropy into matter-element extension. In addition, complex relativity early-warning function of the model enhances accuracy of commercial bank credit risk early-warning, which solves the problem of commercial bank credit risk early- warning under credit steadiness status.