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A multicriteria outranking approach for modeling corporate credit ratings: An application of the Electre Tri-nC method

Citations

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  1. Mohammad Mahdi Mousavi & Jamal Ouenniche & Kaoru Tone, 2023. "A dynamic performance evaluation of distress prediction models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 756-784, July.
  2. Pinho, Margarida & Costa, Ana Sara & Meneses, Marta & Manso, Joana, 2023. "A multiple criteria sorting method for supporting the maintenance management of medical ventilators: The case of Hospital da Luz Lisboa," Socio-Economic Planning Sciences, Elsevier, vol. 86(C).
  3. Jiang, Wen-Hui & Xu, Ling & Chen, Zhen-Song & Govindan, Kannan & Chin, Kwai-Sang, 2022. "Financing equilibrium in a capital constrained supply Chain: The impact of credit rating," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 157(C).
  4. Dimitris Andriosopoulos & Michalis Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 70(10), pages 1581-1599, October.
  5. Pranith Kumar Roy & Krishnendu Shaw & Alessio Ishizaka, 2023. "Developing an integrated fuzzy credit rating system for SMEs using fuzzy-BWM and fuzzy-TOPSIS-Sort-C," Annals of Operations Research, Springer, vol. 325(2), pages 1197-1229, June.
  6. Pereira, André Alves & Pereira, Miguel Alves, 2023. "Energy storage strategy analysis based on the Choquet multi-criteria preference aggregation model: The Portuguese case," Socio-Economic Planning Sciences, Elsevier, vol. 85(C).
  7. Li, Zhuolin & Zhang, Zhen & Pedrycz, Witold, 2025. "An incremental preference elicitation-based approach to learning potentially non-monotonic preferences in multi-criteria sorting," European Journal of Operational Research, Elsevier, vol. 323(2), pages 553-570.
  8. Kadziński, Miłosz & Stamenković, Mladen & Uniejewski, Maciej, 2022. "Stepwise benchmarking for multiple criteria sorting," Omega, Elsevier, vol. 108(C).
  9. Luca Zanin, 2022. "Estimating the effects of ESG scores on corporate credit ratings using multivariate ordinal logit regression," Empirical Economics, Springer, vol. 62(6), pages 3087-3118, June.
  10. Zhen Zhang & Zhuolin Li, 2023. "Consensus-based TOPSIS-Sort-B for multi-criteria sorting in the context of group decision-making," Annals of Operations Research, Springer, vol. 325(2), pages 911-938, June.
  11. Alvarez, Pavel Anselmo & Valdez, Cuitláhuac & Dutta, Bapi, 2022. "Analysis of the innovation capacity of Mexican regions with the multiple criteria hierarchy process," Socio-Economic Planning Sciences, Elsevier, vol. 84(C).
  12. Li, Yijun & Guo, Mengzhuo & Kadziński, Miłosz & Zhang, Qingpeng & Xu, Chenxi, 2025. "Data-driven preference learning methods for sorting problems with multiple temporal criteria," European Journal of Operational Research, Elsevier, vol. 323(3), pages 918-937.
  13. Julio Cezar Soares Silva & Diogo Ferreira de Lima Silva & Luciano Ferreira & Adiel Teixeira de Almeida-Filho, 2022. "A dominance-based rough set approach applied to evaluate the credit risk of sovereign bonds," 4OR, Springer, vol. 20(1), pages 139-164, March.
  14. Li, Zhuolin & Zhang, Zhen & Pedrycz, Witold, 2025. "Integrating machine learning models to learn potentially non-monotonic preferences for multi-criteria sorting from large-scale assignment examples," Omega, Elsevier, vol. 131(C).
  15. Kadziński, Miłosz & Ghaderi, Mohammad & Dąbrowski, Maciej, 2020. "Contingent preference disaggregation model for multiple criteria sorting problem," European Journal of Operational Research, Elsevier, vol. 281(2), pages 369-387.
  16. Erick P. Massami & Malima M. Manyasi, 2021. "Analysis of determinants of work performance for seafarers based on fuzzy Electre model," Journal of Shipping and Trade, Springer, vol. 6(1), pages 1-20, December.
  17. Lourenço, M.A. & Henriques, C.O. & Figueira, J.R. & Silva, C.S. & Pereira, M.A., 2025. "A multi-criteria classification approach for assessing energy poverty in the European Union," Energy Economics, Elsevier, vol. 146(C).
  18. Jaspreet Kaur & Madhu Vij & Ajay Kumar Chauhan, 2023. "Signals influencing corporate credit ratings—a systematic literature review," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 50(1), pages 91-114, March.
  19. Gregório, Beatriz Cagigal & Pereira, Miguel Alves & Costa, Ana Sara, 2024. "Multi-criteria decision-aiding for public hospitals: The role of interactions among pairs of access and quality criteria," Omega, Elsevier, vol. 126(C).
  20. Liu, Xianliang & Ma, Yonghao, 2021. "A method to analyze the rank reversal problem in the ELECTRE II method," Omega, Elsevier, vol. 102(C).
  21. Carlo Alberto Magni & Stefano Malagoli & Andrea Marchioni & Giovanni Mastroleo, 2020. "Rating firms and sensitivity analysis," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 71(12), pages 1940-1958, December.
  22. Ma, Xuejiao & Che, Tianqi & Jiang, Qichuan, 2025. "A three-stage prediction model for firm default risk: An integration of text sentiment analysis," Omega, Elsevier, vol. 131(C).
  23. Pranith Kumar Roy & Krishnendu Shaw, 2022. "Developing a multi-criteria sustainable credit score system using fuzzy BWM and fuzzy TOPSIS," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(4), pages 5368-5399, April.
  24. Pereira, Miguel Alves & Marques, Rui Cunha, 2022. "Is sunshine regulation the new prescription to brighten up public hospitals in Portugal?," Socio-Economic Planning Sciences, Elsevier, vol. 84(C).
  25. Konstantinos Petridis & Nikolaos E. Petridis & Fouad Ben Abdelaziz & Hatem Masri, 2023. "Ranking econometric techniques using geometrical Benefit of Doubt," Annals of Operations Research, Springer, vol. 330(1), pages 411-430, November.
  26. Pranith Kumar Roy & Krishnendu Shaw, 2021. "A multicriteria credit scoring model for SMEs using hybrid BWM and TOPSIS," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
  27. Konrad Kułakowski, 2020. "On the Geometric Mean Method for Incomplete Pairwise Comparisons," Mathematics, MDPI, vol. 8(11), pages 1-12, October.
  28. Dinis, Duarte Caldeira & Figueira, José Rui & Teixeira, Ângelo Palos, 2023. "A multiple criteria approach for ship risk classification: An alternative to the Paris MoU Ship Risk Profile," Socio-Economic Planning Sciences, Elsevier, vol. 90(C).
  29. Tang, Haoxin & Liang, Decui, 2025. "Multi-view reject inference for semi-supervised credit scoring with consistency training and three-way decision," Omega, Elsevier, vol. 133(C).
  30. Diana Barro & Marco Corazza & Gianni Filograsso, 2023. "A ESG rating model for European SMEs using multi-criteria decision aiding," Working Papers 2023: 27, Department of Economics, University of Venice "Ca' Foscari".
  31. Jiapeng Liu & Miłosz Kadziński & Xiuwu Liao & Xiaoxin Mao, 2021. "Data-Driven Preference Learning Methods for Value-Driven Multiple Criteria Sorting with Interacting Criteria," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 586-606, May.
  32. Davoodi, Shayan & Fereydooni, Ali & Rastegar, Mohammad Ali, 2024. "Can portfolio construction considering ESG still gain high profits?," Research in International Business and Finance, Elsevier, vol. 67(PA).
  33. Marco Corazza & Giovanni Fasano & Stefania Funari & Riccardo Gusso, 2021. "MURAME parameter setting for creditworthiness evaluation: data-driven optimization," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 295-339, June.
  34. Liu, Jiapeng & Kadziński, Miłosz & Liao, Xiuwu & Mao, Xiaoxin & Wang, Yao, 2020. "A preference learning framework for multiple criteria sorting with diverse additive value models and valued assignment examples," European Journal of Operational Research, Elsevier, vol. 286(3), pages 963-985.
  35. Wang, Liang & Zhang, Zi-Xin & Ishizaka, Alessio & Wang, Ying-Ming & Martínez, Luis, 2023. "TODIMSort: A TODIM based method for sorting problems," Omega, Elsevier, vol. 115(C).
  36. Paulo Cesar Schotten & Leydiana Sousa Pereira & Danielle Costa Morais, 2022. "Credit granting sorting model for financial organizations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-24, December.
  37. Shi, Baofeng & Chi, Guotai & Li, Weiping, 2020. "Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach," Economic Modelling, Elsevier, vol. 85(C), pages 420-428.
  38. Chrysovalantis Gaganis & Panagiota Papadimitri & Menelaos Tasiou, 2021. "A multicriteria decision support tool for modelling bank credit ratings," Annals of Operations Research, Springer, vol. 306(1), pages 27-56, November.
  39. Pranith K. Roy & Krishnendu Shaw, 2023. "A credit scoring model for SMEs using AHP and TOPSIS," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 372-391, January.
  40. Ishizaka, Alessio & Lokman, Banu & Tasiou, Menelaos, 2021. "A Stochastic Multi-criteria divisive hierarchical clustering algorithm," Omega, Elsevier, vol. 103(C).
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