A credit ranking model for a parafinancial company based on the ELECTRE-III method and a multiobjective evolutionary algorithm.
Diego Alonso Gastélum ChaviraJuan Carlos Leyva LópezJesús Jaime Solano NoriegaOmar Ahumada ValenzuelaPavel Anselmo Álvarez CarrilloPublished in: Appl. Soft Comput. (2017)
Keyphrases
- statistical model
- mathematical model
- probabilistic model
- evaluation method
- cost function
- similarity measure
- objective function
- input data
- em algorithm
- prediction model
- multiobjective evolutionary algorithm
- score function
- sensitivity analysis
- dynamic programming
- multi objective
- combinatorial optimization
- ranking algorithm
- ranking functions
- multiple criteria
- artificial intelligence
- neural network