Building additive utilities for multi-group hierarchical discrimination: The M.H.DIS method

Optimization Methods and Software

Volumn 14, Issue 3, 2000, Pages 219-240

  Zopounidis, Constantin ^a   Doumpos, Michael ^a  

^a TECHNICAL UNIVERSITY OF CRETE   (Greece)

Author keywords

[No Author keywords available]

Indexed keywords

DECISION MAKING; FINANCE; HIERARCHICAL SYSTEMS; MARKETING; MATHEMATICAL PROGRAMMING; PRODUCTION ENGINEERING;

MULTI-GROUP HIERARCHICAL DISCRIMINATION METHODS; MULTICRITERIA DECISION AIDS;

DECISION THEORY;

EID: 0034462596     PISSN: 10556788     EISSN: None     Source Type: Journal    
DOI: 10.1080/10556780008805801     Document Type: Article

References (27)

1. Altman, E. I., Avery, R., Eisenbeis, R. and Stinkey, J., Application of Classification Techniques in Business, Banking and Finance, Contemporary Studies in Economic and Financial Analysis, Vol. 3 (JAI Press, Greenwich, 1981).
2. Pardalos, P. M., Siskos, Y. and Zopounidis, C., Advances in Multicriteria Analysis (Kluwer Academic Publishers, Dordrecht, 1995).
3. Choo, E. U. and Wedley, W. C. (1985). Optimal criterion weights in repetitive multicriteria decision-making, Journal of the Operational Research Society, 36(11), 983-992.
4. Freed, N. and Glover, F. (1981). A linear programming approach to the discriminant problem, Decision Sciences, 12, 68-74.
5. Freed, N. and Glover, F. (1981). Simple but powerful goal programming models for discriminant problems, European Journal of Operational Research, 7, 44-60.
6. Glover, F., Keene, S. and Duea, B. (1988). A new class of models for the discriminant problem, Decision Sciences, 19, 269-280.
7. Gochet, W., Stam, A., Srinivasan, V. and Chen, S. (1997). Multigroup discriminant analysis using linear programming, Operations Research, 45(2), 213-225.
8. Koehler, G. J. and Erenguc, S. S. (1990). Minimizing misclassifications in linear discriminant analysis, Decision Sciences, 21, 63-85.
9. Mangasarian, O. L. (1968). Multisurface method for pattern separation, IEEE Transactions on Information Theory IT, 14(6), 801-807.
10. Nakayama, H. and Kagaku, N. (1992). Pattern classification by linear goal programming and its extensions, Journal of Global Optimization, 12(2), 111-126.
11. Mousseau, V. and Slowinski, R. (1998). Inferring an ELECTRE-TRI model from assignment examples, Journal of Global Optimization, 12(1), 157-174.
12. Perny, P. (1998). Multicriteria filtering methods based on concordance and non-discordance principles, Annals of Operations Research, 80, 137-165.
13. Roy, B. and Moscarola, J. (1977). Procédure automatique d'examem de dossiers fondée sur une segmentation trichotomique en présence de critères multiples, RAIRO Recherche Opérationnele, 11(2), 145-173.
14. Yu, W., ELECTRE TRI: Aspects methodologiques et manuel d'utilisation, Document du Lamsade, no. 74, Université de Paris-Dauphine, 1992.
15. Jacquet-Lagrèze, E., An application of the UTA discriminant model for the evaluation of R & D projects, In: Pardalos, P. M., Siskos, Y. and Zopounidis, C. Eds., Advances in Multicriteria Analysis (Kluwer Academic Publishers, Dordrecht, 1995) pp. 203-211.
16. Zopounidis, C. and Doumpos, M. (1999). A multicriteria decision aid methodology for sorting decision problems: The case of financial distress, Computational Economics, 14(3), 197-218.
17. Zopounidis, C. and Doumpos, M. (1997). A multicriteria decision aid methodology for the assessment of country risk, European Research on Management and Business Economics, 3(3), 13-33.
18. Stam, A. and Joachimsthaler, E. A. (1990). A comparison of a robust mixed-integer approach to existing methods for establishing classification rules for the discriminant problem, European Journal of Operational Research, 46, 113-122.
19. Dimitras, A. I., Slowinski, R., Susmaga, R. and Zopounidis, C. (1999). Business failure prediction using rough sets, European Journal of Operational Research, 14, 283-280.
20. Doumpos, M. and Zopounidis, C. (1998). The use of the preference disaggregation analysis in the assessment of financial risks, Fuzzy Economic Review, 3(1), 39-57.
21. Michalopoulos, M., Zopounidis, C. and Doumpos, M. (1999). L'évaluation des succursales d'une banque à l'aide d'une méthode multicritère de segmentation, Revue FINECO, Finance, Economie, Comptabilité (in press).
22. Siskos, Y. (1986). Evaluating a system of furniture retail outlets using an interactive ordinal regression method, European Journal of Operational Research, 23, 179-193.
23. Slowinski, R., Zopounidis, C. and Dimitras, A. I. (1997). Prediction of company acquisition in Greece by means of the rough set approach, European Journal of Operational Research, 100, 1-15.
24. Zopounidis, C., Pardalos, P. M., Doumpos, M. and Mavridou, Th., Multicriteria decision aid in credit cards assessment, In: Zopounidis, C. and Pardalos, P. M. Eds., Managing in Uncertainty: Theory and Practice (Kluwer Academic Publishers, Dordrecht, 1998) pp. 163-178.
25. Zopounidis, C., Doumpos, M. and Zanakis, S. H. (1999). Stock evaluation using a preference disaggregation methodology, Decision Sciences, 30(2), 313-336.
26. Belkaoui, A. (1978). Financial ratios as predictors of Canadian takeovers, Journal of Business Finance and Accounting, 5, 93-107.
27. Zanakis, S. H. and Zopounidis, C. (1997). Prediction of Greek company takeovers via multivariate analysis of financial ratios, Journal of the Operational Research Society, 48(7), 678-687.