Object-oriented model integration in a financial decision support system

作者:

摘要

Decision support systems for users without modeling expertise require domain-specific modeling knowledge to translate between conceptual and mathematical problem views. In complex, dynamic decision situations using multiple model types, the system must create and modify individual models to reflect changing conditions and assumptions, maintain consistency among different models in the same decision situation and allow communication among models for their complementary use, all without relying on user expertise. This paper describes a system for debt decision support which flexibly formulates and integrates optimization and simulation modeling and heuristic reasoning for non-expert users through an object-oriented, domain-specific knowledge base. Stable domain relationships and mathematical procedures are encapsulated in domain object classes; domain object instances are combined to form common model representations manipulated by operators specific to each model type. The approach is applicable in domains in which stable entities and interactions exist and in which model flexibility results from varying combinations of entities - conditions which are found in many financial and other business modeling situations.

论文关键词:Model management,Model integration,Scenario-based dynamic stochastic programming,Financial decision support systems

论文评审过程:Available online 20 May 2003.

论文官网地址:https://doi.org/10.1016/0167-9236(91)90062-G