Developing a multicriteria decision support system for financial classification problems: the finclas system

Constantin Zopounidis · Michael Doumpos

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Multi-Criteria Decision Making Decision Support System Applications Financial Distress and Bankruptcy Prediction

Abstract

Several techniques and methods have been proposed in the past for the study of financial classification problems, including statistical analysis techniques, mathematical programming, multicriteria decision aid and artificial intelligence. The application of these method^ in real world problems, where the decisions have to be taken in real time, calls upoip a powerful and efficient tool for supporting practitioners financial analysts in applying these techniques. This paper presents the FINCLAS (FINancial CLASsification) decin sion support system for financial classification problems. The classification is achieved through the use of the UTADIS (UTilites Additives DIScriminantes) multicriteria decih sion aid method. The main parts of the FINCLAS system and the UTADIS method are discussed, and an application of the system is presented

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1982Assessing a set of additive utility functions for multicriteria decision-making, the UTA method 1994Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)1977Early warning of bank failure 1994Bankruptcy prediction using neural networks 1988Inducing Rules for Expert System Development: An Example Using Default and Bankruptcy Data 1996Self organizing neural networks for financial diagnosis 1995Effectiveness of neural network types for prediction of business failure

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2016Multicriteria Decision Aid/Analysis in Finance 2002A multicriteria assignment procedure for a nominal sorting problematic 2006A multicriteria DSS for stock evaluation using fundamental analysis 2006Multiple Criteria Decision Support Software 2002Multi-group discrimination using multi-criteria analysis: Illustrations from the field of finance

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