Research On Optimization Of Project Portfolio Risk Under The Interaction Effect Based On The Fuzzy Comprehensive

With the rapid development of global economy,the competition between enterprises is becoming more and more fierce.In order to improve the core competitiveness ability,the enterprises usually need to implement multiple projects simultaneously and the project portfolio comes into being.The identification,characterization and avoid of portfolio risk has been becoming the current active research field of project management.For the portfolio risk measurement and optimization research,it lacks the description of its development law,without comprehensive consideration interaction effect and fuzzy uncertainty of project information,and so on.In view of the problem,the research contents are as following.Firstly,the portfolio risk system is built based on L-V ecological model.Equilibrium and stability conditions of the two project portfolio risk system are discussed by using the qualitative stability theory of ordinary differential equations.Then,risk value and its time-dependent trend are obtained.Furthermore,numerical simulation verifies the effectiveness of the proposed method by Matlab software.The result shows that the projects portfolio risk has been reduced.Secondly,with the fuzzy uncertainty and asymmetry interactive effect of the portfolio risk,a novel project portfolio risk optimization model is proposed based on SVM-GRAFuzzy entropy.More specifically,the projects which are in line with the strategic target are filtered using the SVM.Then,the fuzzy uncertainty is reflected by of the triangular fuzzy number and entropy.Further,in order to measure the portfolio risk,the interactive effect is depicted by employing the GRA.According to theory of the fuzzy programming,the optimization strategy which satisfies the expected return is obtained.The effectiveness of the method is verified by the experimental result.Finally,parameters of the Portfolio risk system based on L-V ecological model are measured.In order to measure and optimize the project risk,the key factors of project risk are gotten through PCA,and the multi-level fuzzy comprehensive evaluation(FCE)is improved by using close degree,binary comparison method and information entropy.Then,the interactive effect is depicted by the niche overlap measure theory.Meanwhile,the portfolio risk under interactive effect is given.Furthermore it is solved by Matlab and numerical experiment is given,and the effectiveness of the method is verified.