Computer Science

Computer Science ›› 2021, Vol. 48 ›› Issue (11A): 570-575.doi: 10.11896/jsjkx.201200038

• Information Security • Previous Articles     Next Articles

Enterprise Risk Assessment Model Based on Principal Component Regression and HierarchicalBelief Rule Base

LIU Shan-shan1, ZHU Hai-long1, HAN Xiao-xia2, MU Quan-qi1, HE Wei1,2   

  1. 1 College of Computer Science and Information Engineering,Harbin Normal University,Harbin 150025,China
    2 Rocket Force University of Engineering,Xi'an 710025,China
  • Online:2021-11-10 Published:2021-11-12
  • About author:LIU Shan-shan,born in 1997,postgra-duate.Her main research interests include artificial intelligence and belief rule base.
  • Supported by:
    Natural Science Foundation of Heilongjiang Province of China(F2018023,LH2021F038),Ph.D.Research Start-up Foundation of Harbin Normal University(XKB201905) and Natural Science Foundation of the School of Computer Science and Information Engineering,Harbin Normal University(JKYKYZ2020004).

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Abstract: As a new intelligent expert system with the characteristics of expert system and data-driven model,the belief rule base (BRB) plays an important role in risk assessment and health status assessment.BRB has the advantages of processing numerical data and linguistic qualitative knowledge from heterogeneous sources,which can help enterprises conduct effective risk assessments.However,in the actual enterprise risk evaluation system,there are many types of indicators and redundancy.Traditional BRB cannot select indicators and is easy to cause rule explosion,which leads to problems such as large calculation amount and low model accuracy.In response to the above problems,this paper proposes a principal component regression and hierarchical confidence rule base (Principal Component Regression,Hierarchical Belief Rule Base,PCR-HBRB) enterprise risk assessment model,which saves calculation time by screening effective indicators,and combining qualitative with quantitative information to analyze and evaluate,to obtain higher accuracy evaluation results.Firstly,the PCR method is used to screen out the main indicators that affect the states of the company,the hierarchical confidence rule base (HBRB) inference model of company status risk assessment is established based on the selected indicators,and the model is reasoned by the evidence reasoning (ER).Then,the projection covariance matrix adaptive evolution strategy (P-CMA-ES) is used to optimize the model.Finally,the effectiveness of the model is verified through a risk assessment case of a certain enterprise's financial situation.

Key words: Enterprise risk assessment, Evidential reasoning, Hierarchical belief rule base, Principal component regression, Projection covariance matrix adaptation evolutionary strategies

CLC Number: 

  • TP391
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