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Erschienen in:
2012 | OriginalPaper | Buchkapitel
Ranking of qualitative decision options using copulas
verfasst von : Biljana Mileva-Boshkoska, Marko Bohanec
Erschienen in: Operations Research Proceedings 2011
Verlag: Springer Berlin Heidelberg
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We study the ranking of classified multi-attribute qualitative options. To obtain a full ranking of options within classes, qualitative options are mapped into quantitative ones. Current approaches, such as the Qualitative-Quantitative (QQ) method, use linear functions for ranking, hence performing well for linear and monotone options; however QQ underperforms in cases of non-linear and nonmonotone options. To address this problem, we propose a new QQ-based method in which we introduce copulas as an aggregation utility instead of linear functions. In addition, we analyze the behavior of different hierarchical structures of bivariate copulas to model the non-linear dependences among attributes and classes.