Novel types of sensitivity analysis for additive MCDM methods

Article Abstract:

Three types of sensitivity analysis for additive multiple criteria decision making methods (MCDM) are proposed. They determine ranking sensitivity to particular modifications in evaluations of all alternatives on specific criteria, the effect of specific changes in criterion-scores of an alternative and the least weight changes necessary to make an alternative ranked first. The first and second type allow the use of MCDM methods in dynamic situations, while the third type is an efficient tool for analyzing total weight space.

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A combined constraint-space, objective-space approach for determining high-dimensional maximal efficient faces of multiple objective linear programs

Article Abstract:

A combined constraint-space, objective-space algorithm is proposed for determining high-dimensional maximal efficient faces of the objective set Y of a linear k-objective minimization problem. It was developed using characterizations for efficient faces and certain maximal efficient faces of Y. Since it generates all maximal efficient faces of dimensions k-1 and k-2, as well as other efficient faces, it is considered complete for problems with two and three objectives.

Linear programming

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Using investment protfolio return to combine forecasts: A multiobjective approach

Article Abstract:

Research documenting ways in which several types of financial forecasts are used to guide decision taking processes in multiobjective management of financial trades is presented. Particular attention is given to analysing three different forecasts to decide on an investment portfolio.

Forecasts and trends, Portfolio management

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