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Multicriteria Decision Aid Classification Methods

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ISBN-10: 1402008058

ISBN-13: 9781402008054

Edition: 2002

Authors: Michael Doumpos, Constantin Zopounidis

List price: $179.99
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Description:

The book discusses a new approach to the classification problem following the decision support orientation of multicriteria decision aid. The book reviews the existing research on the development of classification methods, investigating the corresponding model development procedures, and providing a thorough analysis of their performance both in experimental situations and real-world problems from the field of finance. Audience: Researchers and professionals working in management science, decision analysis, operations research, financial/banking analysis, economics, statistics, computer science, as well as graduate students in management science and operations research.
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Book details

List price: $179.99
Copyright year: 2002
Publisher: Springer
Publication date: 8/31/2002
Binding: Hardcover
Pages: 256
Size: 6.25" wide x 9.50" long x 0.75" tall
Weight: 1.232
Language: English

Prologue
Introduction to the Classification Problem
Decision making problematics
The classification problem
General outline of classification methods
The proposed methodological approach and the objectives of the book
Review of Classification Techniques
Introduction
Statistical and econometric techniques
Discriminant analysis
Logit and probit analysis
Non-parametric techniques
Neural networks
Machine learning
Fuzzy set theory
Rough sets
Multicriteria Decision Aid Classification Techniques
Introduction to multicriteria decision aid
Objectives and general framework
Brief historical review
Basic concepts
Methodological approaches
Multiobjective mathematical programming
Multiattribute utility theory
Outranking relation theory
Preference disaggregation analysis
MCDA techniques for classification problems
Techniques based on the direct interrogation of the decision maker
The AHP method
The ELECTRE TRI method
Other outranking classification methods
The preference disaggregation paradigm in classification problems
Preference Disaggregation Classification Methods
Introduction
The UTADIS method
Criteria aggregation model
Model development process
General framework
Mathematical formulation
Model development issues
The piece-wise linear modeling of marginal utilities
Uniqueness of solutions
The multi-group hierarchical discrimination method (MHDIS)
Outline and main characteristics
The hierarchical discrimination process
Estimation of utility functions
Model extrapolation
Post optimality techniques for classification model development in the UTADIS method
Experimental Comparison of Classification Techniques
Objectives
The considered methods
Experimental design
The factors
Data generation procedure
Analysis of results
Summary of major findings
Development of ELECTRE TRI classification models using a preference disaggregation approach
Classification Problems in Finance
Introduction
Bankruptcy prediction
Problem domain
Data and methodology
The developed models
The model of the UTADIS method
The model of the MHDIS method
The ELECTRE TRI model
The rough set model
The statistical models
Comparison of the bankruptcy prediction models
Corporate credit risk assessment
Problem domain
Data and methodology
The developed models
The UTADIS model
The model of the MHDIS method
The ELECTRE TRI model
The rough set model
The models of the statistical techniques
Comparison of the credit risk assessment models
Stock evaluation
Problem domain
Data and methodology
The developed models
The MCDA models
The rough set model
Comparison of the stock evaluation models
Conclusions and Future Perspectives
Summary of main findings
Issues for future research
References
Subject Index