Table 20 Rankings obtained in the SCT aggregation using the basic preference model and various MCDM methods
From: Framework for multi-criteria assessment of classification models for the purposes of credit scoring
Method | Â | A1 | A2 | A3 | A4 | A5 | A6 | A7 | A8 | A9 | A10 |
|---|---|---|---|---|---|---|---|---|---|---|---|
Empirical ranking | Â | 7 | 1 | 2 | 4 | 5 | 10 | 8 | 9 | 6 | 3 |
PROSA-C + PROMETHEE II | \({PSV}_{net}\) | − 0.0358 | 0.0228 | 0.051 | 0.0378 | 0.0306 | − 0.1728 | − 0.0494 | − 0.1154 | − 0.0258 | − 0.0308 |
| Â | Rank | 7 | 4 | 1 | 2 | 3 | 10 | 8 | 9 | 5 | 6 |
PROMETHEE II | \({\phi }_{net}\) | − 0.0299 | 0.0109 | 0.0472 | 0.0657 | 0.0323 | − 0.0842 | − 0.0189 | − 0.0917 | 0.0339 | 0.0347 |
| Â | Rank | 8 | 6 | 2 | 1 | 5 | 9 | 7 | 10 | 4 | 3 |
SAW | Score | 72.75 | 77.51 | 82.18 | 88.25 | 80.12 | 62.58 | 70.84 | 65.85 | 80.86 | 77.84 |
| Â | Rank | 7 | 6 | 2 | 1 | 4 | 10 | 8 | 9 | 3 | 5 |
TOPSIS | Score | 0.5240 | 0.6741 | 0.7203 | 0.7176 | 0.6297 | 0.3509 | 0.5459 | 0.3479 | 0.5690 | 0.6428 |
| Â | Rank | 8 | 3 | 1 | 2 | 5 | 9 | 7 | 10 | 6 | 4 |