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Multiple criteria hierarchy process for sorting problems based on ordinal regression with additive value functions

Michael Doumpos, Zopounidis Konstantinos, Corrente Salvatore, Greco Salvatore, Słowiński, Roman

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URIhttp://purl.tuc.gr/dl/dias/59CA9DE6-6C34-4C2E-BAEA-7B3273463F6D-
Identifierhttp://link.springer.com/article/10.1007/s10479-015-1898-1-
Identifierhttps://doi.org/10.1007/s10479-015-1898-1-
Languageen-
Extent23 pagesen
TitleMultiple criteria hierarchy process for sorting problems based on ordinal regression with additive value functionsen
CreatorMichael Doumposen
CreatorΔουμπος Μιχαληςel
CreatorZopounidis Konstantinosen
CreatorΖοπουνιδης Κωνσταντινοςel
CreatorCorrente Salvatoreen
CreatorGreco Salvatoreen
CreatorSłowiński, Romanen
PublisherSpringer Verlagen
Content SummaryA hierarchical decomposition is a common approach for coping with complex decision problems involving multiple dimensions. Recently, the multiple criteria hierarchy process (MCHP) has been introduced as a new general framework for dealing with multiple criteria decision aiding in case of a hierarchical structure of the family of evaluation criteria. This study applies the MCHP framework to multiple criteria sorting problems and extends existing disaggregation and robust ordinal regression techniques that induce decision models from data. The new methodology allows the handling of preference information and the formulation of recommendations at the comprehensive level, as well as at all intermediate levels of the hierarchy of criteria. A case study on bank performance rating is used to illustrate the proposed methodology.en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-11-18-
Date of Publication2017-
SubjectBank ratingen
SubjectRobust ordinal regressionen
SubjectSorting problemsen
SubjectMultiple criteria hierarchy processen
SubjectMultiple criteria decision aidingen
Bibliographic CitationS. Corrente, M. Doumpos, S. Greco, R. Słowiński and C. Zopounidis "Multiple criteria hierarchy process for sorting problems based on ordinal regression with additive value functions," Annals Operat. Res., vol. 151, no. 1-2, pp. 117–139, Apr. 2017. doi:10.1007/s10479-015-1898-1el

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