Decision support systems are amixture of different methods and tools combined by machine learning approach. This study uses the most important machine learning techniques (logistic regression, artificial neural networks, and support vector machines) and the expert-based method (fuzzy analytic hierarchy process and hesitant fuzzy numbers) to study some financial markets dynamics. The objective of the study is to examine the main approaches developed by theory and operational practice for the purposes of conceptual representation, management and quality assessment. Different tools are applied to support decisions makers, such as AHPSort II to model the hierarchical structure, FAHP to determine weights in the construction of the matrix of the pairwise comparison and hesitant fuzzy sets (HFS) to better represent the preferences of the decisions makers.

Multi-criteria decision analysis: Hesitant fuzzy methodology towards expert systems for analyzing financial markets dynamics

Ciano, Tiziana
Methodology
;
Nava, Consuelo Rubina
Membro del Collaboration Group
;
2023-01-01

Abstract

Decision support systems are amixture of different methods and tools combined by machine learning approach. This study uses the most important machine learning techniques (logistic regression, artificial neural networks, and support vector machines) and the expert-based method (fuzzy analytic hierarchy process and hesitant fuzzy numbers) to study some financial markets dynamics. The objective of the study is to examine the main approaches developed by theory and operational practice for the purposes of conceptual representation, management and quality assessment. Different tools are applied to support decisions makers, such as AHPSort II to model the hierarchical structure, FAHP to determine weights in the construction of the matrix of the pairwise comparison and hesitant fuzzy sets (HFS) to better represent the preferences of the decisions makers.
2023
Decisions support systems · Machine learning techniques · Fuzzy analytic hierarchy process · Multi-criteria decision analysis · Hesitant fuzzy methodology
File in questo prodotto:
File Dimensione Formato  
s00500-023-09441-w.pdf

accesso aperto

Tipologia: Versione Editoriale (PDF)
Licenza: Creative commons
Dimensione 1.21 MB
Formato Adobe PDF
1.21 MB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14087/11441
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
social impact