Showing 1 - 10 of 14
customer churn prediction directly using longitudinal behavioral data. A novel approach called the hierarchical multiple kernel … support vector machine (H-MK-SVM) is formulated. A three phase training algorithm for the H-MK-SVM is developed, implemented … and tested. The H-MK-SVM constructs a classification function by estimating the coefficients of both static and …
Persistent link: https://www.econbiz.de/10010871286
consistency becomes a very important aspect to avoid a misleading solution. Based on the reciprocity property, this paper proposes …
Persistent link: https://www.econbiz.de/10011052398
consistency, then the weighted geometric mean complex judgement matrix (WGMCJM) also is of acceptable consistency. This property … conditions the WGMCJM is of acceptable consistency when not all comparison matrices of decision makers are of acceptable … consistency. For this case we determine the sufficient condition for the WGMCJM to be of acceptable consistency and provide …
Persistent link: https://www.econbiz.de/10011052435
Using the Markowitz mean–variance portfolio optimization theory, researchers have shown that the traditional estimated return greatly overestimates the theoretical optimal return, especially when the dimension to sample size ratio p/n is large. Bai et al. (2009) propose a bootstrap-corrected...
Persistent link: https://www.econbiz.de/10011052624
This paper investigates the effects of intransitive judgments on the consistency of pairwise comparison matrices …. Statistical evidence regarding the occurrence of intransitive judgements in pairwise matrices of acceptable consistency is … ordinal consistency by identifying and eliminating intransitivities in pairwise comparison matrices. The proposed algorithm …
Persistent link: https://www.econbiz.de/10010577543
and acceptable incomplete ones, respectively. Based on the consistency property of interval multiplicative preference … consistency when every individual one is acceptably consistent. Two numerical examples are carried out to show the efficiency of …
Persistent link: https://www.econbiz.de/10010574167
individual consistency achieved by each expert. …
Persistent link: https://www.econbiz.de/10010679129
In order to improve the robustness of a railway system in station areas, this paper introduces an iterative approach to … timetable in a tabu search environment. We present our vision on robustness and describe how this vision can be used in practice … the robustness of a railway system. Using a discrete event simulation model, the performance of our algorithms is …
Persistent link: https://www.econbiz.de/10010871085
factors. The paper uses a set of original robustness measures and rules associated with revised MACBETH and UTA in order to …
Persistent link: https://www.econbiz.de/10010871292
Robustness in Operations Research/Decision Aid is often associated with min–max and min–max regret criteria. This …. Nevertheless, these criteria are known to be too conservative. In this paper, we present and study a new robustness approach …, called lexicographic α-robustness, which compensates for this major drawback and many others. Furthermore, we establish a …
Persistent link: https://www.econbiz.de/10011052452