摘要
对工程投资决策中风险管理进行了理论研究,将熵的概念引入到风险管理中,从理论上分析熵是进行风险管理的一种很好的工具,得出极大熵准则适用于在无样本数据的情况下求解随机变量概率分布的结论。
This dissertation focuses on theoretic research on risk management. The concept of Shannon is introduced to this paper. It can be seen that Shannon is good method to manage risk, and maximum Shannon rule can solve probability distribution problem of random variable without samples.
出处
《山西建筑》
2007年第1期201-202,共2页
Shanxi Architecture
关键词
风险管理
熵
极大熵准则
risk management, Shannon, maximum Shannon rule
