期刊
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING
卷 49, 期 2, 页码 331-343出版社
ELSEVIER SCIENCE INC
DOI: 10.1016/j.ijar.2007.04.005
关键词
Variable precision rough set; Analytical hierarchy process; Weight; Group decision-making
This study uses the variable precision rough set (VPRS) model as a tool to support group decision-making (GDM) in credit risk management. We consider the case that the classification in decision tables consisting of risk exposure (RE) may be partially erroneous, and use a variable precision factor beta(k) to adjust the classification error. In this paper, we firstly combine VPRS and AHP to obtain the weight of condition attribute sets decided by each decision-maker (DM). Then, the integrated risk exposure (IRE) of attributes is obtained based on the three VPRS-based models. Subsequently, a new procedure of obtaining A-stable intervals for DMk is investigated. To verify the effectiveness of these proposed methods, an illustrative example is presented. The experimental results suggest that the VPRS-based IRE have advantages in recognizing important attributes. (C) 2007 Elsevier Inc. All rights reserved.
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