Multiple criteria hierarchy process for sorting problems based on ordinal regression with additive value functions

摘要: A hierarchical decomposition is a common approach for coping with complex decision problems involving multiple dimensions. Recently, the criteria hierarchy process (MCHP) has been introduced as new general framework dealing aiding in case of structure family evaluation criteria. This study applies MCHP to sorting and extends existing disaggregation robust ordinal regression techniques that induce models from data. The methodology allows handling preference information formulation recommendations at comprehensive level, well all intermediate levels on bank performance rating used illustrate proposed methodology.