From: Framework for multi-criteria assessment of classification models for the purposes of credit scoring
Preference threshold (p)—1st stage of aggregation | Preference threshold (p)—2nd stage of aggregation | Preference threshold (p)—3rd stage of aggregation |
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\({\sigma }_{jk}=\sqrt{\frac{\sum_{i=1}^{m}{\left({c}_{jk}\left({a}_{i}\right)-\overline{{c }_{jk}\left(a\right)}\right)}^{2}}{m-1}}\) | 2 | 2 |