A new VIKOR-based in-sample-out-of-sample classifier with application in bankruptcy prediction

DOI10.1007/s10479-019-03223-0zbMath1461.91374OpenAlexW2938869434WikidataQ128118885 ScholiaQ128118885MaRDI QIDQ828854

N. E. Zubov

Publication date: 5 May 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03223-0

zbMATH Keywords

bankruptcyout-of-sample prediction\(k\)-nearest neighbour classifierCBRin-sample predictionrisk class predictionVIKOR classifier

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Related Items (1)

Banks' business strategies on the edge of distress

Uses Software

• VIKOR

Cites Work

• A novel two-phase group decision making approach for construction project selection in a fuzzy environment
• Modeling fuzzy capacitated p-hub center problem and a genetic algorithm solution
• Extended VIKOR method in comparison with outranking methods
• Regional earthquake vulnerability assessment using a combination of MCDM methods
• Combined DEMATEL technique with hybrid MCDM methods for creating the aspired intelligent global manufacturing \& logistics systems
• An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
• Applying Improved DEA & VIKOR Methods to Evaluate the Operation Performance for World's Major TFT–LCD Manufacturers
• Nonlinear Programming

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