Multicriteria decision aid classification methods
Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Management decision making, including multiple objectives (90B50) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Decision theory (91B06)
A decision problem may consist in the choice of a preferred alternative, the ranking of alternatives, the classification or sorting of alternatives into predefined groups or the description of features of the alternatives. The book is concerned with multicriteria decision aid methods for classification/sorting. Classification and sorting are distinguished by the description of groups, which can be either nominal or ordinal. This general outline of the topic and objectives of the book are described in Chapter 1. Chapter 2 provides a review of classification techniques including statistical discriminant analysis, econometric logit and probit analysis as well as non-parametric methods such as neural networks, machine learning, fuzzy sets, and rough sets. In Chapter 3 the concepts of MultiCriteria Decision Aid (MCDA) techniques are introduced. The general MCDA techniques of multiobjective programming, multiattribute utility theory, outranking and preference disaggregation are outlined. For classification problems the authors distinguish methods based on interrogation of the decision maker (analytic hierarchy process, ELECTRE TRI) and preference disaggregation methods. In Chapter 4 the two preference disaggregation techniques UTADIS (utilités additives discriminantes) and MHDIS (multigroup hierarchical discrimination) are discussed in detail. Chapter 5 consists of an experimental study of classification techniques. The performance of seven methods (linear discriminat analysis, quadratic discriminant analysis, logit analysis, rough sets, ELECTRE TRI, MHDIS and two versions of UTADIS) is analysed in a simulation experiment. The analysis shows that the proposed MCDA techniques can be considered as an efficient alternative to classical techniques. Chapter 6 covers real world applications from the finance sector. The problems studied are bankruptcy prediction, corporate credit risk assessment and stock evaluation. Models based on the methods used in the experimental study of Chapter 5 are developed and their results compared. The book is concluded with a summary Chapter 7, quite extensive references and a short index.
- A multicriteria decision aid methodology for sorting decision problems: The case of financial distress
- scientific article; zbMATH DE number 2156673
- A preference disaggregation decision support system for financial classification problems.
- Developing a multicriteria decision support system for financial classification problems: the finclas system
- Multi-group discrimination using multi-criteria analysis: Illustrations from the field of finance
- Developing and testing models for replicating credit ratings: A multicriteria approach
- A confidence voting process for ranking problems based on support vector machines
- Multicriteria sorting using a valued indifference relation under a preference disaggregation paradigm
- Handling multicriteria preferences in cluster analysis
- A subjective assessment of alternative mission architectures for the human exploration of Mars at NASA using multicriteria decision making.
- Multicriteria classification and sorting methods: A literature review
- Multi-group discrimination using multi-criteria analysis: Illustrations from the field of finance
- A new decision-making approach for multiple criteria sorting with an imbalanced set of assignment examples
- UTA-poly and UTA-splines: additive value functions with polynomial marginals
- Preference disaggregation within the regularization framework for sorting problems with multiple potentially non-monotonic criteria
- A linear programming approach for learning non-monotonic additive value functions in multiple criteria decision aiding
- A multicriteria classification approach based on pairwise comparisons
- A multicriteria decision aid methodology for sorting decision problems: The case of financial distress
- Solving group multi-objective optimization problems by optimizing consensus through multi-criteria ordinal classification
- Learning non-compensatory sorting models using efficient SAT/MaxSAT formulations
- Bayesian ordinal regression for multiple criteria choice and ranking
- DEX (Decision EXpert): a qualitative hierarchical multi-criteria method
- A preference learning framework for multiple criteria sorting with diverse additive value models and valued assignment examples
- A robust hierarchical nominal multicriteria classification method based on similarity and dissimilarity
- Multicriteria energy policy investments and energy market clearance via integer programming
- A decision support for identifying crucial knowledge requiring capitalizing operation
- Multiple criteria hierarchy process for sorting problems based on ordinal regression with additive value functions
- Analysis of the effectiveness of the theseus multi-criteria sorting method: theoretical remarks and experimental evidence
- Multicriteria sorting using a valued preference closeness relation
- A case-based distance model for multiple criteria ABC analysis
- Regularized estimation for preference disaggregation in multiple criteria decision making
- Model combination for credit risk assessment: a stacked generalization approach
- Multiple criteria classification with an application in water resources planning
- Multicriteria classification models for the identification of targets and acquirers in the Asian banking sector
- Multiple criteria sorting models and methods. I: Survey of the literature
- A Rough Set Approach to Multiple Criteria ABC Analysis
- A fuzzy multi-criteria outranking approach in support of business angels' decision-analysis process for the assessment of companies as investment opportunities
- Developing a multicriteria decision support system for financial classification problems: the finclas system
- MPOC: an agglomerative algorithm for multicriteria partially ordered clustering
- Credit scoring analysis using a fuzzy probabilistic rough set model
- Building additive utilities for multi-group hierarchical discrimination: the M.H.Dis method*
- scientific article; zbMATH DE number 6879835 (Why is no real title available?)
- scientific article; zbMATH DE number 2156673 (Why is no real title available?)
- Data-driven preference learning methods for value-driven multiple criteria sorting with interacting criteria
- Multicriteria identification sets method
- NeXCLass: A decision support system for non-ordered multicriteria classification
- A new approach to multi-criteria sorting based on fuzzy outranking relations: the THESEUS method
- Method ``MASKA for group expert classification of multi-attribute objects
- Probabilistic ordinal regression methods for multiple criteria sorting admitting certain and uncertain preferences
- Multiple criteria sorting models and methods. II: Theoretical results and general issues
- A multiple criteria approach for building a pandemic impact assessment composite indicator: the case of COVID-19 in Portugal
- A MIP-based approach to learn MR-sort models with single-peaked preferences
- Interactive portfolio selection involving multicriteria sorting models
- Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
- Compatibility and correlation of multi-attribute decision making: a case of industrial relocation
- Classifying Scuba Diving Sites through Diver Reviews with a Web Scraping Based UTADIS Application
- Increasing selective pressure towards the best compromise in evolutionary multiobjective optimization: the extended NOSGA method
- Preference disaggregation and statistical learning for multicriteria decision support: A review
- A fuzzy multi-criteria outranking approach in support of business angels' decision analysis process for the assessment of companies as investment opportunities
- Lexicographic optimization-based approaches to learning a representative model for multi-criteria sorting with non-monotonic criteria
- Fifty years of portfolio optimization
- A guided tour of multiple criteria sorting models and methods
- On the construction of mutual fund portfolios: a multicriteria methodology and an application to the Greek market of equity mutual funds
- A multiple criteria nominal classification method based on the concepts of similarity and dissimilarity
- Evolutionary multiobjective optimization using an outranking-based dominance generalization
- A multicriteria approach for rating the credit risk of financial institutions
- Evaluation of new service development strategies using multicriteria analysis: predicting the success of innovative hospitality services
- An experimental evaluation of some classification methods
- Assessing performance factors in the UK banking sector: a multicriteria methodology
- Firm credit risk evaluation: a series two-stage DEA modeling framework
- A stochastic method for robustness analysis in sorting problems
- Binary choice models for external auditors' decisions in Asian banks
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