13 research outputs found
A multicriteria hierarchical discrimination approach for credit risk problems
Recently, banks and credit institutions have shown an increased interest in
developing and implementing credit-scoring systems for taking corporate and
consumer credit granting decisions. The objective of such systems is to analyze
the characteristics of each applicant (firm or individual) and support the decision
making process regarding the acceptance or the rejection of the credit application.
This paper addresses this problem through the use of a multicriteria classi -
fication technique, the M.H.DIS method (Multi-group Hierarchical DIScrimination).
M.H.DIS is applied to real-world case studies regarding the assessment of
corporate credit risk and the evaluation of credit card applications. The results
obtained through the M.H.DIS method are compared to the results of three wellknown
statistical techniques, namely linear and quadratic discriminant analysis,
as well as logit analysis.peer-reviewe
Financial decision support: an overview of developments and recent trends
International audienc
Assessing global investing risk : a multicriteria preference disaggregation approach
The emergence of many new markets in fast-growing regions presents fertile areas for investment growth but also an abundance of obvious and hidden risks. A framework is developed for assessing investment risk in foreign countries. Both multi-variate statistical methods and multi-criteria decision analysis are employed and compared. The latter include the UTADIS family based on disaggregation analysis and a new method, Multi-group Hierarchical DIScrimination (M.H.DIS). They are used to assess investing risk in 51 countries having stock exchanges, according to 27 criteria. The parameters of the developed models are determined so that the results best match the risk rating of those countries by international experienced investors.peer-reviewe
Assessing the quality of life in French municipalities: a multidimensional approach
International audienc
An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks
International audienc
A Multicriteria Assessment Approach to the Energy Trilemma
International audienc