Assessment of a failure prediction model in the energy sector: a multicriteria discrimination approach with Promethee based classification

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Tác giả: Silvia Angilella, Maria Rosaria Pappalardo

Ngôn ngữ: eng

Ký hiệu phân loại: 511.8 Mathematical models (Mathematical simulation)

Thông tin xuất bản: 2021

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 166262

This study presents the implementation of a non-parametric multiple criteria decision aiding (MCDA) model, the Multi-group Hierarchy Discrimination (M.H.DIS) model, with the Preference Ranking Organization Method for Enrichment Evaluations (PROMETHEE), on a dataset of 114 European unlisted companies operating in the energy sector. Firstly, the M.H.DIS model has been developed following a five-fold cross validation procedure to analyze whether the model explains and replicates a two-group pre-defined classification of companies in the considered sample, provided by Bureau van Dijk's Amadeus database. Since the M.H.DIS method achieves a quite limited satisfactory accuracy in predicting the considered Amadeus classification in the holdout sample, the PROMETHEE method has been performed then to provide a benchmark sorting procedure useful for comparison purposes.
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