Title of Paper:Modified Grey Variable Weight Clustering Method Based on Standard Deviation and Its Application

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Affiliation of Author(s):经济与管理学院

Journal:JOURNAL OF GREY SYSTEM

Key Words:CREDIT RISK MODEL

Abstract:Grey variable weight clustering method, based on possibility function with flexible endpoint, has a problem with its clustering results while the continuation coefficient is overlarge. To solve this problem, grey variable weight clustering method is modified via defining modified grey clustering coefficient based on standard deviation. Further, grey degree of cluster is proposed to describe the effect of different grey clustering methods, and a consistent clustering coefficient is defined to extend the method to clustering problems with any grey classes. Finally, the effectiveness of modified method is proved though the application to the evaluation of enterprise credit risk.

ISSN No.:0957-3720

Translation or Not:no

Date of Publication:2018-01-01

Co-author:Zhu, Ying,Naiming Xie,wang heng chang

Correspondence Author:guanyeqing