Establishment of Multi-granularity Three-way Decision Model Based on the Minimization of Financial Risk

Abstract

To reduce the decision risk from direct acceptance or rejection in the traditional two-way decision, the multi-granularity space of the problem decision is analyzed, and the multi-granularity three-way decision model based on the minimization of financial risk is studied in this paper. Based on the cost analysis of the three-way decision, to identify the optimal granularity space, the characteristics of different decision weights that various attributes have in the granularity space are combined to identify the decision action with the minimum risk from multiple different levels of granularity with the importance and decision weight of granulation as the heuristic information. Finally, to address some practical problems that require an urgent decision in the uncommitted options, the two-way decision transformation method based on risk control is provided and applied to the practical instance.