search query: @author Zopounidis, C. / total: 13
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Author: | Zopounidis, C. Doumpos, M. |
Title: | Multi-group discrimination using multi-criteria analysis: Illustrations from the field of finance |
Journal: | European Journal of Operational Research
2002 : JUN, VOL. 139:2, p. 371-389 |
Index terms: | DISCRIMINATION FINANCE DECISION MAKING ANALYTICAL REVIEW |
Language: | eng |
Abstract: | The authors of the article state that the primary objective in the discrimination problem is to assign a set of alternatives into predefined classes. During the last two decades several new approaches, such as mathematical programming, neural networks, machine learning, rough sets, multi-criteria decision aid (MCDA), etc., have been proposed to overcome the shortcomings of traditional, statistical and econometric techniques that have dominated this field since the 1930s. This paper focuses on the MCDA approach. A new method to achieve multi- group discrimination based on an iterative binary segmentation procedure is proposed. |
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