Journal
ANNALS OF OPERATIONS RESEARCH
Volume 251, Issue 1-2, Pages 117-139Publisher
SPRINGER
DOI: 10.1007/s10479-015-1898-1
Keywords
Multiple criteria decision aiding; Multiple criteria hierarchy process; Sorting problems; Robust ordinal regression; Bank rating
Categories
Funding
- Programma Operativo Nazionale Ricerca Competitivita [PON04a2 E SINERGREEN-RES-NOVAE]
- Polish National Science Centre
Ask authors/readers for more resources
A 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. Acase study on bank performance rating is used to illustrate the proposed methodology.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available