摘要：This tweet will introduce the multi-attribute decision-making SIR method based on prospect theory and Choquet integral from three
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“越览（78）——精读期刊论文
《基于前景理论和属性相关的概率语言
SIR多属性群决策方法及应用》的6结论。
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Today, the editor brings you the
＂Yue Lan (78)：Intensive reading of the journal article
＇Multi-attribute group decision making method
and its application based on prospect theory
and attribute-related probabilistic
language SIR: 6 Conclusion＇＂.
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一、内容摘要（Summary of content）
本期推文将从思维导图、精读内容、知识补充三个方面介绍期刊论文《基于前景理论和属性相关的概率语言 SIR 多属性群决策方法及应用》的基于前景理论和 Choquet 积分的多属性决策 SIR 法 ：6结论。
This tweet will introduce the multi-attribute decision-making SIR method based on prospect theory and Choquet integral from three aspects: mind map, intensive reading content, and knowledge supplement. Conclusion.
二、思维导图（Mind mapping）
三、精读内容（Intensive reading content）
在该部分，首先介绍了本文的研究重点：本文聚焦于实际多属性群决策问题中涉及的功能属性相关性和决策者风险偏好等主客观因素，研究如何将这些问题抽象化为理论模型，并构建有效的决策方法进行求解。
In this part, the focus of this paper is first introduced: this paper focuses on the functional attribute correlation and decision-maker risk preference and other subjective and objective factors involved in practical multi-attribute group decision-making problems, and studies how to abstract these problems into theoretical models and build effective decision-making methods to solve them.
其次，介绍了本文研究方法。本文基于现有SIR法的不足，引入前景理论，提出综合前景优劣势度，能够同时考虑决策者风险偏好并直观刻画方案间两两差异。此外，结合Choquet积分与属性综合权重，构建一种新的综合前景优劣势流，将属性相关性及主客观不确定性因素纳入优劣势流的求解过程。
Secondly, this paper introduces the research method of this paper. Based on the shortcomings of the existing SIR method, this paper introduces the prospect theory and proposes the comprehensive prospect advantage and disadvantage degree, which can consider the risk preference of decision makers at the same time and intuitively describe the differences between the schemes. In addition, combined with the Choquet integral and the attribute comprehensive weight, a new comprehensive prospect advantage and disadvantage flow is constructed, and the attribute correlation and subjective and objective uncertainty factors are incorporated into the solution process of the advantage and disadvantage flow.
接着，总结了本文的研究结果。拓展的SIR法通过综合前景优劣势度和综合前景优劣势流，能够刻画决策者的风险敏感程度及不确定性影响，并在排序结果中充分体现决策环境的复杂性和不确定性。与现有方法相比，拓展的SIR法结合了概率语言、前景理论和属性相关性，具有更强的综合性和适用性。
Then, the research results of this paper are summarized. The extended SIR method can characterize the risk sensitivity and the impact of uncertainty of decision-makers by synthesizing prospect strengths and weaknesses and synthesizing prospect strengths and weaknesses flow, and fully reflect the complexity and uncertainty of the decision-making environment in the ranking results. Compared with the existing methods, the extended SIR method combines probability language, prospect theory and attribute correlation, and has stronger comprehensiveness and applicability.
最后，作者提出未来研究将致力于开发计算更简便、适用于更加复杂决策环境的多属性群决策方法，以进一步提升实际应用的广泛性和效率。
Finally, the author proposes that future research will focus on developing multi-attribute group decision-making methods that are easier to calculate and suitable for more complex decision-making environments, in order to further improve the breadth and efficiency of practical applications.
四、知识补充——风险价值理论（Knowledge Supplement — Value at Risk Theory）
风险价值理论（Value-at-Risk, VaR）是一种定量分析工具，用于衡量在特定时间段内某一投资组合、资产或项目面临的潜在最大损失，给出损失超过特定水平的概率。它最早在金融领域得到广泛应用，但其概念逐渐扩展到风险管理和决策科学领域。
Value-at-Risk (VaR) is a quantitative analysis tool used to measure the maximum potential losses on a portfolio, asset, or project over a given period of time, giving the probability that the losses will exceed a certain level. It was first widely used in finance, but its concept has gradually expanded to the fields of risk management and decision science.
（一）核心概念（Core concept）
1.时间跨度：VaR通常在一个指定的时间段（例如1天、10天或1个月）内测量风险。
1. Time span: VaR typically measures risk over a specified period of time, such as 1 day, 10 days, or 1 month.
2.置信水平：VaR表示在某一置信水平下的最大可能损失。例如，在95%置信水平下，VaR表示发生超出最大损失的概率仅为5%。
2. Confidence level: VaR represents the maximum possible loss at a certain confidence level. For example, at a 95% confidence level, VaR indicates that the probability of a loss exceeding the maximum is only 5%.
3.风险度量值：VaR以一个货币金额或损失百分比表示，定义为在给定时间内超过一定概率的潜在损失上限。
3. Risk measure: VaR is expressed as a monetary amount or percentage of loss, and is defined as the upper limit of potential loss that exceeds a certain probability within a given time.
（二）计算方法（Calculation method）
VaR的计算主要有以下三种方法：
The calculation of VaR mainly involves the following three methods:
1.历史模拟法：基于历史市场数据，假设未来市场行为与过去一致，计算损失的分布并提取指定置信水平的损失值。
1. Historical simulation method: Based on historical market data, assuming that future market behavior is consistent with the past, calculate the distribution of losses and extract the loss value at the specified confidence level.
2.方差-协方差法：假设损失分布符合正态分布，利用资产的均值和标准差计算潜在损失。
2. Variance-covariance method: Assuming that the loss distribution follows a normal distribution, the potential loss is calculated using the mean and standard deviation of the asset.
3.蒙特卡罗模拟法：通过随机生成大量市场情景，计算每种情景下的损失值并得出损失分布，进而确定VaR。
3. Monte Carlo simulation method: By randomly generating a large number of market scenarios, calculate the loss value under each scenario and obtain the loss distribution, and then determine the VaR.
（三）风险价值理论的优势（The advantages of value-at-risk theory）
1.简单直观：VaR用单一数字表达复杂风险，便于理解和传播。
1. Simple and intuitive: VaR expresses complex risks in a single number for easy understanding and dissemination.
2.通用性强：VaR可以应用于不同类型的资产、项目和投资组合。
2. Versatility: VaR can be applied to different types of assets, projects, and portfolios.
3.决策支持：VaR为风险评估提供了定量依据，有助于风险管理者设计风险缓解措施。
3. Decision support: VaR provides a quantitative basis for threat and risk assessment, which helps risk managers design risk mitigation measures.
（四）风险价值理论的局限性（The Limitations of value at risk theory）
1. 假设局限：历史模拟法和方差-协方差法都基于对市场行为的假设，可能低估极端事件的风险。
1. Assumption limitations: Both historical simulations and variance-covariance methods are based on assumptions about market behavior and may underestimate the risk of extreme events.
2.不能反映尾部风险：VaR只关注超过某个置信水平的损失，不对置信水平以外的损失提供信息（如极端事件的潜在影响）。
2. Failure to reflect tail risk: VaR only focuses on losses above a certain confidence level and does not provide information on losses beyond the confidence level (e.g. the potential impact of extreme events).
3.动态性不足：VaR通常基于固定的历史数据，未能动态适应快速变化的市场条件。
3. Insufficient dynamism: VaR is usually based on fixed historical data and fails to dynamically adapt to rapidly changing market conditions.
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翻译：火山翻译
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参考文献：杨洁,蔡志坤,郑智文,赖礼邦,徐泽水.基于前景理论和属性相关的概率语言SIR多属性群决策方法及应用 [J]. 中国管理科学, 2024, 1(1): 1-15.
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