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TP SAN TIN HC QUN L Tp 03, s 1&2, 2014, 27-44.
LOGIC M V CC BI TON
NG DNG TRONG LNH VC TI CHNH
Phan Hin1
Thi Kim Phng1
1 T VN
Logic m (Fuzzy logic) c bit n ln u tin trong nghin cu v tp m
(fuzzy set) ca Zadeh (1965) v nhanh chng c ng dng rng ri trong hu
ht cc lnh vc khoa hc k thut. n nay, vic ng dng logic m dn chuyn
sang cc lnh vc kinh t, c bit l trong ti chnh v t c nhng kt qu
kh quan (Korol, 2012). Ti Vit Nam, vic ng dng logic m cn nhiu hn
ch, nht l trong lnh vc kinh t (Duc & Thien, 2013). Vi nhng ng
dng rng ri
v hiu qu ca logic m trn phm vi ton th gii, trong bi vit ny chng
ti mun gii thiu i nt v logic m v mt s bng chng thc nghim ca vic ng
dng logic m trong lnh vc ti chnh. Qua y, chng ti nhn thy rng
logic m c xem nh mt phng php tip cn mi gii quyt cc bi ton trong
lnh vc ti chnh.
2 LOGIC M
2.1 Gii thiu v tp m
Trong thc t, khi nh ngha mt tp cc s ln hn 10 v k hiu l A, ta c
nh ngha nh sau:
Khi , rt d xc nh c cc phn t chc chn thuc v khng thuc khi nim A.
Tuy nhin, nu a ra mt khi nim v tp nh giu (vi nhng ngi c thu nhp hn
hay bng 10 triu mt thng) v k hiu l B
Khi ta bo mt ngi c thu nhp l 10 triu/thng l thuc nh giu, tuy
nhin bng trc gic bnh thng n s khng hp l nu gi ngi c thu nhp
9999999/thng khng phi l nh giu.
V vy, khi nim tp m xut hin gii quyt nhng nim nhm ti cc tp khng c
ranh gii r rng. Thng th tp m biu din cho mt th hin ngn ng, ly v d:
tri rt nng, anh ta rt hin,
1 Khoa H Thng Thng Tin Kinh Doanh H Kinh T HCM
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Logic m v cc bi ton ng dng trong lnh vc ti chnh
28
Gi X l khng gian cc i tng v x l cc phn t tng qut thuc X. Khi ,
theo Zadeh (1965), mt tp m A trong X c nh ngha l tp cc cp nh
sau:
trong , c gi l hm thnh vin ca tp m A. Hm thnh vin ny ch mc thuc
ca x trong khng gian X v c gi tr t 0 n 1. Hay k hiu khc khi X l
khng gian lin tc: (k hiu ny khng phi ch hm tch phn m ch s hi cc phn
t lin tc)
D dng nhn thy, nu nh tp m A ch ton nhng hm thnh vin c gi tr
0
hoc 1 th A tr thnh mt tp r.
Ly v d: khi m t tp khi nim v tui l tr k hiu l:
Khi v hm thnh vin c dng nh sau:
Hnh 1: Hm thnh vin
y l dng s m hnh thang v thng c k hiu l b bn s tre: [15, 20, 27,
37]
2.2 Php m rng hnh tr trn tp m
Cho mt nh ngha tp m A vi hm thnh vin l trong khng gian X. Ta c
php m rng hnh tr ca tp m A trn khng gian Y, ta c mt tp m mi nh ngha
trong khng gian X x Y nh sau
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29
hay
Hnh 2: Php m rng hnh tr trn tp m
2.3 Php giao trn tp m
Cho tp m A v B cng trong khng gian X. Giao ca tp m A v tp m B l
tp m mi C trong khng gian X c nh ngha nh sau:
Trong T c bit nh hm T-norm (triangular norm) [12]. Hm T ny thng
c 4 dng
2.4 Php hi trn tp m
Cho tp m A v B cng trong khng gian X. Hi ca tp m A v tp m B l tp
m mi C trong khng gian X c nh ngha nh sau:
Trong S c bit nh hm T-conorm (S-norm) [12]. Hm S ny thng c 4
dng
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Logic m v cc bi ton ng dng trong lnh vc ti chnh
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2.5 Quan h m
Cho tp m A trong khng gian X, tp m B trong khng gian Y. Quan h R
ca A
v B hay cn gi l quan h m 2 - ngi c nh ngha nh l mt tp m R
trn
khng gian :
2.6 Php chiu
Cho tp m R trong khng gian X x Y, khi ta nh ngha php chiu ca R
trn khng gian X v Y nh sau:
2.7 Lut m v suy din lut
Lut m c bit n nh dng lut nuth nhng c s dng cc khi nim tp m ch ng
ngha. Cho 2 tp m A trong khng gian X v B trong khng gian Y. Ta pht
biu mt lut nh sau:
Nu x l A th y l B
Vi lut nh vy, ta c th nh ngha lut m nh mt quan h m R ca A v
B.
C th hiu lut m theo mt s cch khc :
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31
Trong bi ny, nhm tc gi la chn cch hiu lut m nh mt quan h m ca A
v B.
Nh vy, nu ta c s tht l x l A v ta c lut Nu x l A th y l B th ta
s c kt qu l y l B.
Hay trong trng hp s tht x l A v ta c lut Nu x l A th y l B th ta
s c kt qu l y l B.
tnh ton c kt qu, ta thc hin vic suy lun trn nh sau: (phng php
suy din v hm T-norm theo xut ca Mamdani [13])
B1: Giao gia tp hnh tr m rng ca A vi RAxB , ta c:
B2: Chiu trn khng gian Y, ta c tp m
B3: Ta c hm thnh vin
Tng t nu ta c lut vi 3 tp m A,B,C trong 3 khng gian X,Y,Z nh
sau:
Nu x l A v y l B th z l C
V khi ta c s tht x l A v y l B th z l C, vi hm thnh vin ca C
nh sau:
Hnh 4: Suy din lut
w1
w2
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Logic m v cc bi ton ng dng trong lnh vc ti chnh
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2.8 M hnh suy din m
Hnh 5: M hnh suy din m (tham kho Jang & Sun (1996))
u vo: Cc gi tr r hay m ca cc tnh cht
H thng: H suy lun da vo tp lut (tri thc)
u ra: Cc gi tr r m c suy lut da trn tp lut v phng php suy
lun.
Theo nh h suy din th kt qu l mt tp m, chnh v vy m c thnh phn gii
m lm kt qu tr thnh kt qu r.
Mt s phng php gii m theo Mamdani [13]:
Phng php phn i:
Phng php bnh qun hay ln nht hay nh nht ca gi tr ln nht:
Phng php trng tm vng:
2.9 V d minh ho
Cho tp lut m t chnh nhiu my lnh theo s ngi v nhit ngoi tri :
Nu phng nhiu ngi v tri nng th my iu ha ch lnh.
Nu phng nhiu ngi v tri bnh thng th my iu ha ch bnh thng.
Nu phng t ngi v tri nng th my iu ha ch bnh thng.
Nu phng t ngi v tri lnh th my iu ha ch nng. Vi cc khi nim m c
biu din dng s m hnh thnh vi 4 chn nh sau:
Nhiu ngi: [10,15,18,22] t ngi [2,8,12,15]
Nng (nhit) [26,31,31,35] Bnh thng [20,22,25,29]
Lnh [14,16,20,24]
Tri thc (dng lut)
Gii m
H suy din
u vo r
u ra r
u vo m
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Vy nu phng c 20 ngi v nhit ngoi tri l 28 , th my iu ha phi ch th
no ?
Ta thy c 20 ngi thuc khi nim nhiu ngi v 28 thuc khi nim nng, bnh
thng. Ta s dng 2 lut u tin trong 4 lut.
Hnh 6: V d v suy din m
3 MT S NGHIN CU NG DNG LOGIC M TRONG LNH VC
TI CHNH
Vlachos & Tolias (2003) bo co nghin cu ti hi ngh Vn tr hc
(Operational Research) ti Balkan v ng dng logic m trong d bo ph
sn.
Nhm mc ch so snh kt qu vi m hnh ca Altman, nghin cu ch xem xt 5
ch s ti chnh m Altman (1968) a ra trc . D liu bao gm 129 cng ty xem
xt giai on 1975 1982, trong c 65 cng ty ph sn. D liu s dng d bo l
bo co ti chnh nm cui cng trc khi cng ty tuyn b ph sn. Kt qu thu c
ngoi s mong i ca cc tc gi khi d bo chnh xc 100%,
tt hn hn so vi cc m hnh nh lng (ch t 85%). Mc d, nghin cu chn la
trn cc cng ty ph sn, nn s ngu nhin khch quan trong nh gi cha tuyt
i. Tuy nhin, kt qu cng cho thy nhng u im vt tri ca logic m.
w21
w22
Nhiu ngi Bnh thng
Bnh thng
w11
w12
Nhiu ngi Nng Lnh
49.203.4
125.88
6*25.07*4.0
5.144*25.0130*4.0
5.144)6/1264(*)4/1()2/47*3(128*)6/1(
)]3/())2/1(29[()4/1()2/(]10)3/[()2/1(
)29()4/1()20()2/1()(
1301024*)24/1(72)6/92(
)]3/())2/1(24[()4/1()2/(]7)3/[()2/1(
)24()4/1()14()2/1()(
3229
25
225
22
2322
20
29
25
25
22
22
20
3224
20
220
16
2316
14
24
20
20
16
16
14
COA
binhthuong
lanh
Z
zzzzz
zdzzzdzzdzzzdzz
zzzzz
zdzzzdzzdzzzdzz
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Logic m v cc bi ton ng dng trong lnh vc ti chnh
34
Malagoli & cng s (2009) xp hng v xp hng tn dng cng ty phn
phi gas Camuzzi ca s dng kin chuyn gia kt hp logic m. Tc gi dng mnh
hp thnh nu th. tng hp im v xp hng tn nhim da trn c tiu ch nh tnh v
nh lng. Vi 21 ch tiu u vo, nghin cu tng hp li thnh cc bin trung
gian thng qua cc lut m ra kt qu. Bin
gi tr doanh nghip s c gii m ra kt qu trong khong [0;1] th hin kh
nng ti chnh ca doanh nghip. Tuy nghin cu ch tp trung vo mt cng ty c
th nhng m hnh vn c th dng nh gi cho cc doanh nghip trong cng
ngnh.
Yildiz & Akkoc (2010) thc hin nghin cu d bo ph sn ngn hng s
dng logic m Th Nh K. Cuc khng hong ti chnh ton cu cun i kh nhiu
doanh nghip yu km. Do vy, nh gi hiu qu hot ng ca cng ty v
ri ro ph sn, c bit h thng ngn hng tr nn cc k cn thit. Nghin cu
xem xt d liu 55 ngn hng, chn lc 24 ch tiu t 36 ch tiu ti chnh, vi
mc
ngha thng k l 5%. Thc nghim so snh da trn 2 phng php: (i) m hnh
hi qui tuyn tnh; v (ii) hm phi tuyn da trn logic m, s dng lut hp
thnh vi mnh nu . th.. Kt qu t c cho thy dng phng php s dng l thuyt
m c kh nng d bo ng l 90,91% trong khi m hnh hi quy
ch t 81,82%.
Othman & Etienne (2010) s dng logic m kt hp tr tu nhn to thc
hin nghin cu Ra quyt nh s dng logic m trong giao dch chng khon. Cc
yu t u vo cho m hnh m cc tc gi quan tm l kin chuyn gia, li nhun trn
tng c phiu v t l li nhun mong mun. Kt qu ca nghin cu
cho thy hiu qu u t khi s dng logic m tt hn so vi nhng phng php
nghin cu trc y trong iu kin thiu thng tin.
Korol & Korodian (2011) tin hnh nghin cu, nh gi mc hiu qu
ca
logic m trong vic d bo ph sn ca doanh nghip. Trong qu trnh nghin
cu, tc gi s dng bo co ti chnh ca 132 cng ty trn th trng chng khon
(trong c 25 cng ty ph sn). Cc tc gi s dng c d liu chc chn (nh lng)
v khng chc chn (nh tnh) lm d liu u vo d bo kh
nng ph sn ca cng ty trong 1, 2 v 3 nm ti. Kt qu khi s dng d liu
chc chn th kt qu khng khc bit nhiu so vi cc m hnh d bo ri ro, ph
sn
khc nh Z-score. Nhng kt qu khi s dng d liu khng chc chn th kt qu
t m hnh logic m c ci thin rt nhiu.
4 NG DNG LOGIC M CHO BI TON XP HNG TN DNG
Xp hng tn dng l nh gi kh nng tn dng ca bn phi thc hin ngha v ti
chnh trong tng lai da trn nhng yu t hin ti v quan im ca ngi nh gi
(Standard & Poors, 2012). Theo quan im ca Moodys (2013), xp hng
tn dng nhm mc ch nh gi cc ri ro tn dng lin quan n ngha v
ti chnh ca mt i tng trong tng lai. Bi ton xp hng tn dng c th c m
hnh ha di dng ton hc nh sau (Lahsasna & cng s, 2010):
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Trong :
x1,x2,,xm : l m thuc tnh ca i tng c xp hng (hoc nh gi)
yi: l hn mc tn dng ca i tng th i (i = 1,2,n)
f l hm hoc m hnh xp hng tn dng, thc hin d bo gi tr yi khi bit gi
tr ca cc thuc tnh x1,x2,,xm.
C rt nhiu m hnh xp hng tn dng c s dng nh: m hnh Z-score ca
Altman (1968), m hnh hi quy logistic (Logistic Regression), mng thn
kinh nhn to (Artificial Neural Network), SVM (Support Vector
Machine),
Trong ni dung ca bi vit ny, chng ti mun gii thiu mt cch tip cn
mi da trn logic m cho bi ton xp hng tn dng khch hng ca Korol
(2012).
Tt c khch hng c m t bi 10 bin bao gm: nhm bin nhn khu hc
(demographical variables) v nhm bin ti chnh (financial
variables).
K hiu
bin
Tn bin
X1 Tui (Age)
X2 Trnh hc vn (Education)
X3 Tnh trng hn nhn (Marital status)
X4 S con (Number of children)
X5 Thu nhp hng thng (Monthly income)
X6 Thm nin cng tc (Length of employment)
X7 Loi hp ng lao ng (Type of employment contract)
X8 Gi tr ti sn xe hi (Value of owned car)
X9 Gi tr ti sn nh (Value of owned
apartment/house)
X10 Gi tr ti sn khc (Value of other assets)
Bng 1: Cc bin nhn khu hc v ti chnh ca khch hng
M hnh c chia ra lm 4 nhm lut (rule blocks). Nhm 1 Nhn khu hc,
bao gm: Tui, Trnh hc vn, Tnh trng hn nhn v S con. Nhm 2 Ti chnh, nh
gi iu kin ti chnh ca khch hng, bao gm: Thu nhp hng thng, Thm nim
cng tc v Loi hp ng lao ng. Nhm 3 Ti sn m bo, bao gm: Gi tr ti sn
xe, Gi tr ti sn nh v Gi tr ti sn khc.
Nhm 4 Xp hng, bao gm: Cc bin nhn khu hc, Cc bin ti chnh v cc bin
ti sn m bo da bo kt qu u ra.
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Logic m v cc bi ton ng dng trong lnh vc ti chnh
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Hnh 6: Cu trc m hnh Logic m cho bi ton xp hng tn dng (Korol,
2012)
Tp m v ngng cho cc hm thnh vin c trnh by trong bng sau:
Tn bin Ngng cho tt c cc hm thnh vin
Tui (t 18 n 65 tui) Tr: nh hn 33
Trung nin: t 27 n 53
Gi: ln hn 48
Trnh hc vn (t 1 n 3: 0- ph thng, 1- cng nhn k thut, 2- cao ng,
3- i hc v sau i hc)
Thp: nh hn 1
Trung bnh: t 0.8 n 2.25
Cao: hn 1.5
Tnh trng hn nhn (t 0 n 1: 0 c thn, 1 c gi nh; t 0-1: l tnh nhn
hoc ga ph,)
c thn: nh hn 0.7
C gia nh: ln hn 0.7
S con (t 1 n 5 con) t: nh hn 2
Va: t 1 n 3.7
Nhiu: ln hn 3
Thu nhp hng thng (t 800 n 5000)
Thp: nh hn 2900
Trung bnh: t 1850 n 3950
Cao: ln hn 2950
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Thm nin cng tc (t 0 n 15 nm) Ngn: nh hn 7.5 nm
Trung bnh: t 3.7 n 11.25 nm
Di: trn 7.5 nm
Loi hp ng lao ng (t 0 n 2: 0-thi v, 1- c thi hn, 2-khng thi
hn)
Thi v: nh hn 1
C thi hn: t 0.5 n 1.5
Khng thi han: ln hn 1
Gi tr ti sn xe hi (t 10000 n 100000)
R: nh hn 55000
Va: t 33000 n 77500
t: ln hn 55000
Gi tr ti sn nh (t 0 n 500000) Thp: nh hn 325000
Trung bnh: t 237500 n 412500
Cao: ln hn 325000
Gi tr ti sn khc (t 1000 n 20000)
Thp: nh hn 4500
Trung bnh: t 2700 n 15250
Cao: ln hn 10500
Kt qu xp hng (t 0 n 1) Ri ro cao: nh hn 0.3
Ri ro trung bnh: t 0.3 n 0.7
Ri ro thp: ln hn 0.7
Bng 2: Xc nh ngng cho cc hm thnh vin
Nu Tui Nu Trnh hc vn Nu Tnh trng hn nhn Nu S con Th Nhn khu
hc
Tr Thp c thn t Yu
Tr Trung bnh c thn t Trung bnh
Tr Cao c thn t Trung bnh
Trung nin Thp c thn t Yu
Trung nin Trung bnh c thn t Trung bnh
Trung nin Cao c thn t Trung bnh
Gi Thp c thn t Yu
Gi Trung bnh c thn t Trung bnh
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Logic m v cc bi ton ng dng trong lnh vc ti chnh
38
Gi Cao c thn t Trung bnh
Tr Thp C gia nh t Yu
Tr Trung bnh C gia nh t Trung bnh
Tr Cao C gia nh t Mnh
Trung nin Thp C gia nh t Yu
Trung nin Trung bnh C gia nh t Trung bnh
Trung nin Cao C gia nh t Mnh
Gi Thp C gia nh t Yu
Gi Trung bnh C gia nh t Trung bnh
Gi Cao C gia nh t Mnh
Tr Thp c thn Va Yu
Tr Trung bnh c thn Va Yu
Tr Cao c thn Va Trung bnh
Trung nin Thp c thn Va Yu
Trung nin Trung bnh c thn Va Trung bnh
Trung nin Cao c thn Va Trung bnh
Gi Thp c thn Va Yu
Gi Trung bnh c thn Va Trung bnh
Gi Cao c thn Va Trung bnh
Tr Thp C gia nh Va Yu
Tr Trung bnh C gia nh Va Trung bnh
Tr Cao C gia nh Va Mnh
Trung nin Thp C gia nh Va Yu
Trung nin Trung bnh C gia nh Va Trung bnh
Trung nin Cao C gia nh Va Mnh
Gi Thp C gia nh Va Yu
Gi Trung bnh C gia nh Va Trung bnh
Gi Cao C gia nh Va Mnh
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Tr Thp c thn Nhiu Yu
Tr Trung bnh c thn Nhiu Yu
Tr Cao c thn Nhiu Trung bnh
Trung nin Thp c thn Nhiu Yu
Trung nin Trung bnh c thn Nhiu Trung bnh
Trung nin Cao c thn Nhiu Trung bnh
Gi Thp c thn Nhiu Yu
Gi Trung bnh c thn Nhiu Yu
Gi Cao c thn Nhiu Trung bnh
Tr Thp C gia nh Nhiu Yu
Tr Trung bnh C gia nh Nhiu Trung bnh
Tr Cao C gia nh Nhiu Trung bnh
Trung nin Thp C gia nh Nhiu Yu
Trung nin Trung bnh C gia nh Nhiu Trung bnh
Trung nin Cao C gia nh Nhiu Trung bnh
Gi Thp C gia nh Nhiu Yu
Gi Trung bnh C gia nh Nhiu Trung bnh
Gi Cao C gia nh Nhiu Trung bnh
Bng 3: Lut cho nhm Nhn khu hc
Nu Thu nhp hng thng Nu Thm nin cng tc Nu Loi hp ng Th Ti
chnh
Thp Ngn Thi v Yu
Thp Trung bnh Thi v Yu
Thp Di Thi v Trung bnh
Thp Ngn C thi hn Yu
Thp Trung bnh C thi hn Yu
Thp Di C thi hn Trung bnh
Thp Ngn Khng thi hn Yu
Thp Trung bnh Khng thi hn Trung bnh
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Logic m v cc bi ton ng dng trong lnh vc ti chnh
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Thp Di Khng thi hn Trung bnh
Trung bnh Ngn Thi v Yu
Trung bnh Trung bnh Thi v Trung bnh
Trung bnh Di Thi v Trung bnh
Trung bnh Ngn C thi hn Yu
Trung bnh Trung bnh C thi hn Trung bnh
Trung bnh Di C thi hn Trung bnh
Trung bnh Ngn Khng thi hn Trung bnh
Trung bnh Trung bnh Khng thi hn Trung bnh
Trung bnh Di Khng thi hn Mnh
Cao Ngn Thi v Trung bnh
Cao Trung bnh Thi v Trung bnh
Cao Di Thi v Mnh
Cao Ngn C thi hn Trung bnh
Cao Trung bnh C thi hn Mnh
Cao Di C thi hn Mnh
Cao Ngn Khng thi hn Mnh
Cao Trung bnh Khng thi hn Mnh
Cao Di Khng thi hn Mnh
Bng 4: Lut cho nhm Ti chnh
Nu Gi tr ti sn xe Nu Gi tr ti sn nh Nu Gi tr ti sn khc Th Ti sn
m bo
R Thp Thp Yu
R Trung bnh Thp Yu
R Cao Thp Trung bnh
R Thp Trung bnh Yu
R Trung bnh Trung bnh Yu
R Cao Trung bnh Mnh
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R Thp Cao Yu
R Trung bnh Cao Trung bnh
R Cao Cao Mnh
Va Thp Thp Yu
Va Trung bnh Thp Trung bnh
Va Cao Thp Mnh
Va Thp Trung bnh Trung bnh
Va Trung bnh Trung bnh Trung bnh
Va Cao Trung bnh Mnh
Va Thp Cao Trung bnh
Va Trung bnh Cao Trung bnh
Va Cao Cao Mnh
t Thp Thp Yu
t Trung bnh Thp Trung bnh
t Cao Thp Mnh
t Thp Trung bnh Trung bnh
t Trung bnh Trung bnh Trung bnh
t Cao Trung bnh Mnh
t Thp Cao Trung bnh
t Trung bnh Cao Mnh
t Cao Cao Mnh
Bng 5: Lut cho nhm Ti sn m bo
Nu Nhn khu hc Nu Ti chnh Nu Ti sn m bo Th Kt qu (Xp hng)
Yu Yu Yu Ri ro cao
Yu Yu Trung bnh Ri ro cao
Yu Yu Mnh Ri ro cao
Yu Trung bnh Yu Ri ro cao
Yu Trung bnh Trung bnh Ri ro trung bnh
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Logic m v cc bi ton ng dng trong lnh vc ti chnh
42
Yu Trung bnh Mnh Ri ro trung bnh
Yu Mnh Yu Ri ro trung bnh
Yu Mnh Trung bnh Ri ro trung bnh
Yu Mnh Mnh Ri ro thp
Trung bnh Yu Yu Ri ro cao
Trung bnh Yu Trung bnh Ri ro cao
Trung bnh Yu Mnh Ri ro trung bnh
Trung bnh Trung bnh Yu Ri ro trung bnh
Trung bnh Trung bnh Trung bnh Ri ro trung bnh
Trung bnh Trung bnh Mnh Ri ro trung bnh
Trung bnh Mnh Yu Ri ro trung bnh
Trung bnh Mnh Trung bnh Ri ro thp
Trung bnh Mnh Mnh Ri ro thp
Mnh Yu Yu Ri ro trung bnh
Mnh Yu Trung bnh Ri ro trung bnh
Mnh Yu Mnh Ri ro trung bnh
Mnh Trung bnh Yu Ri ro trung bnh
Mnh Trung bnh Trung bnh Ri ro trung bnh
Mnh Trung bnh Mnh Ri ro thp
Mnh Mnh Yu Ri ro thp
Mnh Mnh Trung bnh Ri ro thp
Mnh Mnh Mnh Ri ro thp
Bng 6: Lut cho Xp hng tn dng
Korol (2012) thc nghim m hnh logic m cho bi ton xp hng tn dng
trn tp d liu 500 khch hng ti Ba Lan. Hiu qu ca phng php tip cn da
trn logic m vt tri hn hn so vi cc m hnh thng k (88,75% so vi
72%).
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5 THO LUN V TRAO I
Cc bi ton ti chnh ni ring v lnh vc kinh t ni chung thng cha ng
nhng yu t (bin) khng chc chn, kh lng ha mt cch r rng. Phng php
logic m c th gii quyt tt nhng bi ton c tnh cht ny (t cc minh chng
thc nghim gii thiu trn).
c im ca logic m l khng cn phi xc nh m hnh ton hc (hoc m hnh thng
k) m t mi quan h gia cc bin trong bi ton m ch cn pht biu tp lut di
dng ngn ng t nhin Nu th. iu
ny lm cho phng logic m tr nn mm do v linh hot hn cc phng php ton
v thng k truyn thng. Tp lut trong h logic m c th do chuyn gia cung
cp hoc c rt ra t tp d liu qu kh nh vo cc phng php khai ph d liu
(data mining).
Hin nay c rt nhiu cng c mnh h tr vic ng dng logic m gii quyt cc
bi ton trong lnh vc kinh t v k thut nh: SPSS Clementine,
MATLAB,
Vi nhng bng chng thc nghim, chng ti nhn thy rng logic m c xem nh
l mt phng php tip cn mi gii quyt cc bi ton trong lnh vc ti
chnh.
Ti liu tham kho
[1] Duan, J. C., & Shrestha, K. (2011), Statistical Credit
Rating Methods, Global Credit Review, 1, 43-64.
[2] Duc, V. H., & Thien, N. D. (2013), A new approach to
determining credit rating & Its applications to Vietnams listed
firms.
[3] Jang, J. S. R., & Sun, C. T. (1996), Neuro-fuzzy and
soft computing: a computational approach to learning and machine
intelligence , Prentice-Hall, Inc..
[4] Korol, T. and Korodian, A. (2011), Evaluation of
effectiveness of fuzzy logic model in predicting the business
bankruptcy, Romanian Journal of Economic Forecasting, pp 92
107.
[5] Korol, T. (2012), Fuzzy logic in financial management, Fuzzy
logic-emerging technologies and applications.
[6] Lahsasna, A., Ainon, R. N., & Teh, Y. W. (2010), Credit
Scoring Models Using Soft Computing Methods: A Survey. Int. Arab J.
Inf. Technol., 7(2), 115-123.
[7] Malagoli, S., Magni, C., A, Buttignon, F. and Mastroleo, G.
(2009), Rating and Ranking Firms with Fuzzy Expert Systems: The
Case of Camuzzi, IUP Journal of Applied Finance, Vol (15), October
2009.
[8] Othman, S. and Etienne, S. (2010), Decision making using
fuzzy logic for stock trading, Institute of Electrical and
Electronics Engineers (IEEE), Information Technology (ITSim),
International Symposium Publications, Vol (2), pp 880 - 884.
[9] Vlachos, D. & Tolias, Y. A. (2003), Neuro-fuzzy modeling
in bankruptcy prediction, Yugoslav Journal of Operations Research ,
Vol (13), Issue (2), pp 165-174.
[10] Yildiz, B. v Akkoc, S, (2010), Bankruptcy Prediction Using
Neuro Fuzzy: An Application in Turkish Banks, International
Research Journal of Finance and Economics, Issue (60).
[11] Zadeh, L.A. (1965), Fuzzy sets, Information and Control 8:
pp 338353. [12] D. Dubois, H. Prade. Fuzzy sets and systems: Theory
and applications. Academic
press, New York, 1980.
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44
[13] E. H. Mamdani, S. Assilian. An experiment in linguistic
synthesis with a fuzzy logic controller. International Journal of
Man-Machine Studies, 7(1):1-13, 1975
Thng tin tc gi
Phan Hin, Khoa H Thng Thng Tin Kinh Doanh H Kinh T HCM, Email:
[email protected]
Thi Kim Phng, Khoa H Thng Thng Tin Kinh Doanh H Kinh T HCM,
Email: [email protected]