NETWORK MODELS OF RISK MANAGEMENT
Abstract
The article contains multiple criteria model developed on the basis of analytic networks method
(ANM) and the description of this intelligent system for risk management, developed on its basis.
ANM can be used to solve a wide range of decision-making tasks. It allows working with difficultly formalizable, multicriteria problems with mutual influence of criteria and alternatives. ANM is the development of a method of hierarchies’ analysis and provides estimates of priority of all elements of network structure with respect to the intended target in the presence of mutual influences and feedbacks.
Intelligent system, developed on the basis of the method of analytic networks includes a database, a set of procedures for processing expert preferences, as well as block of methods of statistical analysis for extracting knowledge. Knowledge in the system is used to solve problems of forecasting, to identify the relationship between criteria and other elements of the problem,
as well as expert judgments to check for consistency.
The example under consideration shows analytical multicriteria risk assessment model related to output of different kinds of artificial fiber for products used in transport industry.
About the Authors
A. V. Andreychikov
Moscow State University of Railway Engineering (MIIT), Moscow
Russian Federation
D. Sc. (Tech.), professor
Russian Federation
D. Sc. (Tech.), professor
S. V. Lelyanova
Irkutsk State University, Irkutsk
Russian Federation
student
Russian Federation
student
K. A. Maslova
Moscow State University of Railway Engineering (MIIT), Moscow
Russian Federation
student
Russian Federation
student
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For citations:
Andreychikov A.V., Lelyanova S.V., Maslova K.A. NETWORK MODELS OF RISK MANAGEMENT. World of Transport and Transportation. 2014;(3):162-174.
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