Abstract. An approach to the integration of Data Mining and Decision Support is proposed in which these two techniques are used jointly for solving evaluation or classification problems. The integration is based on a common modeling formalism: qualitative hierarchical multi-attribute decision models. These can be developed either (1) in a traditional Decision Support way through a dialogue between the decision maker and decision analyst, or by (2) Data Mining using a database of previously solved problems. It is shown that these methods can be combined in a number of useful ways: sequentially or in parallel, and with different levels of expert's involvement. The approach is illustrated using a real-world problem of housing loan allocation.
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