基于交互耦合网络的项目组合风险演化机理与测度模型研究

项目名称： 基于交互耦合网络的项目组合风险演化机理与测度模型研究

项目编号： No.71272049

项目类型： 面上项目

立项/批准年度： 2013

项目学科： 管理科学

项目作者： 郭鹏

作者单位： 西北工业大学

项目金额： 54万元

中文摘要： 项目组合及其风险普遍存在于社会经济活动的各个领域，风险测度就成为项目组合管理研究的新方向。本研究基于交互关系视角，应用网络建模与推理和种群生态学理论与方法，解决具有交互耦合网络特征的项目组合风险测度问题。从项目组合风险的产生机理及构成入手，提出项目组合交互关系属性信息的有向图表征模型，借用生态模糊聚类方法对交互关系进行分类和关联测度；借鉴贝叶斯网络及其扩展研究项目组合交互风险网络的耦合结构生成方式，运用Lotka-Volterra方程模型对比不同类交互风险的演化机理及其特征；在此基础上分析项目组合风险的结构维、对象维和时间维特征，结合风险迁移理论构建项目组合风险测度的广义时变复杂动力网络模型；进一步运用JIIIyHOB 稳定性和稳定域理论，从局部和系统视角探讨项目组合风险网络的鲁棒性问题。本研究强调从交互耦合网络结构角度分析项目组合风险测度问题，以期提高项目组合决策的质量。

中文关键词： 项目组合风险；交互耦合；非线性方程；贝叶斯网络；鲁棒性

英文摘要： Project portfolio is common in social and economic field, and the portfolio risk measurement is a new research orient in the field of project portfolio management. Based on interdependencies between projects and introduced by the network modelling and ratiocinating method and the population ecology theory,the portfolio risk measurement is anylized according to its interactive characteristics, a SDG-based model is proposed to characterize interdependencies, and the classification of project interdependencies and their corresponding interactive effect are evaluated by an ecological fuzzy clustering method. Then the Bayesian network method is used to generate the interdependent risk structure of the project portfolio, and classified evolution characteristics of the interdependent risk structure will be got referring to the Lotka-Volterra model. As the key concern in this paper, the risk measurement of the project portfolio is discussed from three dimensions: structure, object and time, and a time-varying complex dynamic network model is generalized by combining with the risk transfer theory. As a further extension, the robustness of the project portfolio risk is discussed on the basis of the JIIIyHOB theory. The purpose of this paper is to discuss the problem of portfolio risk measurement in the view of complex sy

英文关键词： project portfolio risk；interactive coupling；nonlinear equation；Bayesian network；robustness