Decision support systems are a mixture 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 / Ferrara, M.; Ciano, T.; Nava, C. R.; Cananà, L.. - In: SOFT COMPUTING. - ISSN 1432-7643. - (2023). [10.1007/s00500-023-09441-w]

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

Ferrara M.
Methodology
;
2023-01-01

Abstract

Decision support systems are a mixture 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
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12318/140988
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