The rough set theory is a new method for analyzing and dealing with data. By using this theory, we proposed a risk assessment algorithm based on rough set theory, which was described in detail in this paper. the decision table can be simplified and redundant attributes can be got rid of A method of inference based on the knowledge of rough sets and an example to show how to acquire the rules of new decision making, thus filling the method with a practical and publicizing value are given.

Previous studies based on VaR and CVAR under the condition of stable distribution are based on the premise that securities returns are independent of each other, but the calculation methods of VaR and CVAR for portfolio investment under the condition that securities returns are not independent of each other are seldom discussed. The application of VaR and CVAR in investment portfolio is studied by using historical simulation method, Monte Carlo simulation method and optimization method. Research shows that VaR, as a widely adopted advanced risk assessment method, introduces China's securities portfolio risk assessment will play an important role in promoting the development of China's securities market. It also proves that it not only allows us to fully understand the risk status of the portfolio, but also helps us to better manage risk and improve the risk-return characteristics of the portfolio.

Investment Risk Assessment of Hydraulic Engineering Based on Rough Set Theory

Risk Assessment and Management System of Financial Product Portfolio based on VaR

I. Theoretical Foundations.- 1. Knowledge.- 1.1. Introduction.- 1.2. Knowledge and Classification.- 1.3. Knowledge Base.- 1.4. Equivalence, Generalization and Specialization of Knowledge.- Summary.- Exercises.- References.- 2. Imprecise Categories, Approximations and Rough Sets.- 2.1. Introduction.- 2.2. Rough Sets.- 2.3. Approximations of Set.- 2.4. Properties of Approximations.- 2.5. Approximations and Membership Relation.- 2.6. Numerical Characterization of Imprecision.- 2.7. Topological Characterization of Imprecision.- 2.8. Approximation of Classifications.- 2.9. Rough Equality of Sets.- 2.10. Rough Inclusion of Sets.- Summary.- Exercises.- References.- 3. Reduction of Knowledge.- 3.1. Introduction.- 3.2. Reduct and Core of Knowledge.- 3.3. Relative Reduct and Relative Core of Knowledge.- 3.4. Reduction of Categories.- 3.5. Relative Reduct and Core of Categories.- Summary.- Exercises.- References.- 4. Dependencies in Knowledge Base.- 4.1. Introduction.- 4.2. Dependency of Knowledge.- 4.3. Partial Dependency of Knowledge.- Summary.- Exercises.- References.- 5. Knowledge Representation.- 5.1. Introduction.- 5.2. Examples.- 5.3. Formal Definition.- 5.4. Significance of Attributes.- 5.5. Discernibility Matrix.- Summary.- Exercises.- References.- 6. Decision Tables.- 6.1. Introduction.- 6.2. Formal Definition and Some Properties.- 6.3. Simplification of Decision Tables.- Summary.- Exercises.- References.- 7. Reasoning about Knowledge.- 7.1. Introduction.- 7.2. Language of Decision Logic.- 7.3. Semantics of Decision Logic Language.- 7.4. Deduction in Decision Logic.- 7.5. Normal Forms.- 7.6. Decision Rules and Decision Algorithms.- 7.7. Truth and Indiscernibility.- 7.8. Dependency of Attributes.- 7.9. Reduction of Consistent Algorithms.- 7.10. Reduction of Inconsistent Algorithms.- 7.11. Reduction of Decision Rules.- 7.12. Minimization of Decision Algorithms.- Summary.- Exercises.- References.- II. Applications.- 8. Decision Making.- 8.1. Introduction.- 8.2. Optician's Decisions Table.- 8.3. Simplification of Decision Table.- 8.4. Decision Algorithm.- 8.5. The Case of Incomplete Information.- Summary.- Exercises.- References.- 9. Data Analysis.- 9.1. Introduction.- 9.2. Decision Table as Protocol of Observations.- 9.3. Derivation of Control Algorithms from Observation.- 9.4. Another Approach.- 9.5. The Case of Inconsistent Data.- Summary.- Exercises.- References.- 10. Dissimilarity Analysis.- 10.1. Introduction.- 10.2. The Middle East Situation.- 10.3. Beauty Contest.- 10.4. Pattern Recognition.- 10.5. Buying a Car.- Summary.- Exercises.- References.- 11. Switching Circuits.- 11.1. Introduction.- 11.2. Minimization of Partially Defined Switching Functions.- 11.3. Multiple-Output Switching Functions.- Summary.- Exercises.- References.- 12. Machine Learning.- 12.1. Introduction.- 12.2. Learning From Examples.- 12.3. The Case of an Imperfect Teacher.- 12.4. Inductive Learning.- Summary.- Exercises.- References.

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Investment Risk Assessment of Hydraulic Engineering Based on Rough Set Theory

Citations

Risk Assessment and Management System of Financial Product Portfolio based on VaR

References

Rough Sets: Theoretical Aspects of Reasoning about Data

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