A new VIKOR-based in-sample-out-of-sample classifier with application in bankruptcy prediction

DOI10.1007/S10479-019-03223-0zbMATH Open1461.91374OpenAlexW2938869434WikidataQ128118885 ScholiaQ128118885MaRDI QIDQ828854FDOQ828854

N. E. Zubov

Publication date: 5 May 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03223-0

zbMATH Keywords

bankruptcyout-of-sample prediction\(k\)-nearest neighbour classifierCBRin-sample predictionrisk class predictionVIKOR classifier

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cites Work

• Extended VIKOR method in comparison with outranking methods
• Nonlinear Programming
• Combined DEMATEL technique with hybrid MCDM methods for creating the aspired intelligent global manufacturing \& logistics systems
• A novel two-phase group decision making approach for construction project selection in a fuzzy environment
• Modeling fuzzy capacitated p-hub center problem and a genetic algorithm solution
• An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
• Applying Improved DEA & VIKOR Methods to Evaluate the Operation Performance for World's Major TFT–LCD Manufacturers
• Regional earthquake vulnerability assessment using a combination of MCDM methods

Cited In (1)

• Banks' business strategies on the edge of distress

Uses Software

• VIKOR

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