Ιδρυματικό Αποθετήριο
Πολυτεχνείο Κρήτης
Πολυτεχνείο Κρήτης
EN
|
EL
| URI | http://purl.tuc.gr/dl/dias/193239A4-98F1-42D0-A398-56E10919F465 | - |
| Αναγνωριστικό | http://www.tandfonline.com/doi/abs/10.1080/01495730008947352 | - |
| Αναγνωριστικό | https://doi.org/10.1080/01495730008947352 | - |
| Γλώσσα | en | - |
| Μέγεθος | 17 pages | en |
| Τίτλος | Multicriteria sorting methodology: application to financial decision problems | en |
| Δημιουργός | Zopounidis Konstantinos | en |
| Δημιουργός | Ζοπουνιδης Κωνσταντινος | el |
| Δημιουργός | Michael Doumpos | en |
| Δημιουργός | Δουμπος Μιχαλης | el |
| Δημιουργός | Pardalos, Panos M | en |
| Εκδότης | Taylor & Francis | en |
| Περίληψη | The primary objective in the sorting approach is to assign a set of alternatives into predefined classes. This type of problem is often encountered in many real world decision problems. During the last two decades several new approaches have been proposed to overcome the shortcomings of traditional statistical and econometric techniques. This paper focuses on the multicriteria decision aid (MCDA) approach; it briefly reviews the main MCDA sorting techniques, and presents the multigroup hierarchical discrimination method. This new MCDA sorting technique is applied to the portfolio selection problem. A comparison with discriminant analysis is also performed. Furthermore, the efficiency of the proposal approach can be easily improved for solving large-scale problems in a multiprocessing environment. | en |
| Τύπος | Peer-Reviewed Journal Publication | en |
| Τύπος | Δημοσίευση σε Περιοδικό με Κριτές | el |
| Άδεια Χρήσης | http://creativecommons.org/licenses/by/4.0/ | en |
| Ημερομηνία | 2015-11-18 | - |
| Ημερομηνία Δημοσίευσης | 2000 | - |
| Θεματική Κατηγορία | Financial decision making | en |
| Θεματική Κατηγορία | Preference disaggregation | en |
| Θεματική Κατηγορία | Multicriteria decision aid | en |
| Θεματική Κατηγορία | Sorting | en |
| Βιβλιογραφική Αναφορά | M. Doumpos, C. Zopounidis and P. M. Pardalos, "Multicriteria sorting methodology: application to financial decision problems," Parall. Algorithms Applicat., vol. 15, no. 1-2, pp. 113-129, 2000. doi:10.1080/01495730008947352 | en |
Copyright © DIAS 2013
