TY - JOUR
T1 - Variable precision rough set for group decision-making
T2 - An application
AU - Xie, Gang
AU - Zhang, Jinlong
AU - Lai, K. K.
AU - Yu, Lean
PY - 2008/10
Y1 - 2008/10
N2 - This study uses the variable precision rough set (VPRS) model as a tool to support group decision-making (GDM) in credit risk management. We consider the case that the classification in decision tables consisting of risk exposure (RE) may be partially erroneous, and use a variable precision factor βk to adjust the classification error. In this paper, we firstly combine VPRS and AHP to obtain the weight of condition attribute sets decided by each decision-maker (DM). Then, the integrated risk exposure (IRE) of attributes is obtained based on the three VPRS-based models. Subsequently, a new procedure of obtaining βk-stable intervals for DMk is investigated. To verify the effectiveness of these proposed methods, an illustrative example is presented. The experimental results suggest that the VPRS-based IRE have advantages in recognizing important attributes. © 2007 Elsevier Inc. All rights reserved.
AB - This study uses the variable precision rough set (VPRS) model as a tool to support group decision-making (GDM) in credit risk management. We consider the case that the classification in decision tables consisting of risk exposure (RE) may be partially erroneous, and use a variable precision factor βk to adjust the classification error. In this paper, we firstly combine VPRS and AHP to obtain the weight of condition attribute sets decided by each decision-maker (DM). Then, the integrated risk exposure (IRE) of attributes is obtained based on the three VPRS-based models. Subsequently, a new procedure of obtaining βk-stable intervals for DMk is investigated. To verify the effectiveness of these proposed methods, an illustrative example is presented. The experimental results suggest that the VPRS-based IRE have advantages in recognizing important attributes. © 2007 Elsevier Inc. All rights reserved.
KW - Analytical hierarchy process
KW - Group decision-making
KW - Variable precision rough set
KW - Weight
UR - http://www.scopus.com/inward/record.url?scp=52949137301&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-52949137301&origin=recordpage
U2 - 10.1016/j.ijar.2007.04.005
DO - 10.1016/j.ijar.2007.04.005
M3 - RGC 21 - Publication in refereed journal
SN - 0888-613X
VL - 49
SP - 331
EP - 343
JO - International Journal of Approximate Reasoning
JF - International Journal of Approximate Reasoning
IS - 2
ER -