理財規劃分析模式建構與決策支援系統開發－使用模糊多目標規劃方法

目前的理財規劃系統由客戶提供基本資料以及不同理財目標等訊息，計算出在不同情境下，不同時期的現金流量變化；若試算出來的理財規劃結果，無法滿足客戶需求，則須不斷調整決策變數，以求得可以接受的理財規劃方案。解決此問題最根本的做法，是由規劃者以其偏好，設定不同的理財目標與彈性（模糊）空間，利用數學規劃方法設計出最佳的理財計畫，以提供決策依據；本研究因此使用模糊多目標規劃法，建構整合不同理財構面之數學規劃模型，以期在設定目標下，完成理財規劃。以本研究所提出模型為基礎，本研究進一步開發出用以支援模糊多目標理財規劃決策的資訊系統，此系統可大幅改進目前理財規劃軟體的層次，由原有的管理資訊系統提升至決策支援系統。

關鍵字

個人理財規劃；數學規劃；模糊目標規劃；決策支援系統

並列摘要

Personal financial planning, regarding wealth holder as the decision center, is planned to manage all of the money activities during planner lifetime. Traditional financial planning procedure began from offering the planner's initial financial situation, his/her financial goals. etc., and then calculated the future cash flow for different time periods of the planner under variant scenarios. Once the planning result cannot meet planner's expectation, one must adjust the tunable parameters continuously until obtaining an acceptable financial plan. Such a ”trial-error” method cannot promise to achieve the optimal planning result. The fundamental approach to solve such a problem is, firstly, setting the financial goals, and theirs flexibility by planners as objectives and, secondly, setting different time period cash flow relationships for each decision as constraints. By applying multiple criteria mathematical programming techniques to solve the derived model, an acceptable or even optimal solution of the financial plan can be achieved. This research adopts the fuzzy goal programming approach to consider different goals for constructing personal financial planning models to optimize the financial plan. Based on the proposed model, we further develop a novel financial planning decision support system which could promote the present financial planning system from original MIS level to become a DSS level.