A novel arithmetic of holistic correlation analysis

作者：Liu B^*; Zheng QL; Peng H; Hu JS

来源：4th International Conference on Machine Learning and Cybernetics, China, 2005-08-18 to 2005-08-21.

• credit risk evaluation
• correlation analysis
• holistic correlation
• aggregation
• conjunction graph
• recursion aggregation

With the rapidly growing of global economy, the techniques of estimation model of credit risk and optimal portfolio have been in dire needing in the business fields, especially on the large portfolio management. Yet it is incapable to the all relationship analysis and quantization only for the 2-correlation discussed. In this paper we reviewed the Correlation Analysis and Quantization in both the credit risk evaluation and the optimal portfolio, and bring forward a novel arithmetic through aggregating character of the conjunction graph, and then apply it to the portfolio selections, which giving the decision-making better reference. We also put forward the future works about this problem.

• 出版日期2005
• 单位华南理工大学