Font Size: a A A

Research On Optimization Method Based On Competitive Peer Ratings Model And Its Application

Posted on:2022-10-20Degree:MasterType:Thesis
Country:ChinaCandidate:Z M LingFull Text:PDF
GTID:2480306575963249Subject:Management Science and Engineering
Abstract/Summary:PDF Full Text Request
In actual management,managers often need to select the best solution or arrange the solution from several different attributes,so the problem of multi-attribute decision arises at the right moment.As one of the best in multi-attribute decision making models,cross efficiency model inherits the advantages of DEA method and develops its own characteristic--cross efficiency value on the basis of overcoming its weak effectiveness.Based on this,we adjust the Division DEA model proposed by Doyle & Green and RAMDEA model by combining the competitive peer rating theorem,then utilizing the entropy weight Topsis model,we propose competitive peer rating model.In order to verify the validity of the model under non-negative conditions and apply it to actual management,a bid evaluation decision method based on competitive peer evaluation model is proposed.In this method,according to contractor comprehensive evaluation index system,we rank contractors by our competitive peer rating model in Differenation strategy.Considering biding price's double attribute,we combine our model's results with biding price by index of cost-benefit,then we can select appropriate contractor.In order to verify our contractor selection method,we take data from the actual bidding project in Yunnan province as our empirical data,then compare our method's results with actual results,three-stage topsis model's results,and design a test to verify robust of this method.Finally,we verify our method and validity of our competitive peer rating model in static scenes.In addition,aiming to verify the effectiveness of competitive peer evaluation model in the negative case,a set of quantitative investment method based on competitive peer evaluation model is proposed.In our quantitative investment method,based on efficiency factors,we take Learning strategy in the bull market,Differenation strategy in the beer market,so we can consist of industry competitive advantage stocks by our competitive model.Finally,we consist of our portfolio solution by Mean-CVa R model from our industry competitive advantage stocks.Similarly,we use data from the Chinese A stock market between 2006 to 2019 as our empirical data.We compare our model's results with CSI300,single strategy and BAMVRS cross efficiency model.Finally,we verify our quantitative investment method benefits and validity of our competitive peer rating model in dynamic scene.
Keywords/Search Tags:Competitive Peer Ratings Model, Multiattribute Decision Making, Cross Efficiency Evaluation
PDF Full Text Request
Related items