Aprendizagem de preferências através do método TOPSIS: uma aplicação para ratings de liberdade econômica
Resumo
Esse artigo apresenta a aplicação de um método multicritério de classificação, que utiliza aprendizagem de preferências, para alocar um conjunto de 180 países em 5 classes de liberdade econômica. As classes são pré-definidas e ordenadas, o que caracteriza o problema como de “sorting”. Para a aplicação, escolhas de alternativas de referência foram simuladas. Em seguida, os resultados foram comparados à classificação realizada por uma agência especializada. O método obteve resultados consistentes, com um percentual de semelhança superior a 85%.
Palavras-chave:
aprendizagem de preferências, liberdade econômica, multicritério de classificação
Referências
Behzadian, M., Khanmohammadi Otaghsara, S., Yazdani, M., & Ignatius, J. (2012). A state- of the-art survey of TOPSIS applications. Expert Systems with Applications, 39(17), 13051–13069.
de Lima Silva, D. F., & de Almeida Filho, A. T. (2020). Sorting with TOPSIS through boundary and characteristic profiles. Computers & Industrial Engineering, 141, 106328.
de Lima Silva, D. F., Ferreira, L., & de Almeida-Filho, A. T. (2020). A new preference disaggregation TOPSIS approach applied to sort corporate bonds based on financial statements and expert’s assessment. Expert Systems with Applications, IN PRESS.
Doumpos, M., & Zopounidis, C. (2014). Multicriteria Analysis in Finance (1st ed.). Springer International Publishing.
Greco, S., Ehrgott, M., & Figueira, J. R. (Eds.). (2016). Multiple Criteria Decision Analysis: State of Art Surveys (2nd ed., Vol. 233). New York, NY: Springer New York.
Greco, S., & Kadziński, M. (2018). Feature cluster: Learning perspectives in Multiple Criteria Decision Analysis. European Journal of Operational Research, 264(2), 403– 404.
Greco, S., Matarazzo, B., & Slowinski, R. (2001). Rough sets theory for multicriteria decision analysis. European Journal of Operational Research, 129(1), 1–47.
Heritage Foundation (2020). Index of Economic Freedom, accessed February 24, 2020, available at https://www.heritage.org/index/.
Jacquet-Lagrèze, E., & Siskos, Y. (2001). Preference disaggregation: 20 Years of MCDA experience. European Journal of Operational Research, 130(2), 233–245.
Mousseau, V., & Slowinski, R. (1998). Inferring an ELECTRE TRI Model from Assignment Examples. Journal of Global Optimization, 12(2), 157–174.
Ouenniche, J., Pérez-Gladish, B., & Bouslah, K. (2018). An out-of-sample framework for TOPSIS-based classifiers with application in bankruptcy prediction. Technological Forecasting and Social Change, 131(May 2017), 111–116.
Pardalos, P. M., Siskos, Y., & Zopounidis, C. (Eds.). (1995). Advances in Multicriteria Analysis (Vol. 5). Boston, MA: Springer US.
Roy, B. (1996). Multicriteria methodology for decision aiding. Kluwer Academic Publishers.
Zopounidis, C., Galariotis, E., Doumpos, M., Sarri, S., & Andriosopoulos, K. (2015). Multiple criteria decision aiding for finance: An updated bibliographic survey. European Journal of Operational Research, 247(2), 339–348.
de Lima Silva, D. F., & de Almeida Filho, A. T. (2020). Sorting with TOPSIS through boundary and characteristic profiles. Computers & Industrial Engineering, 141, 106328.
de Lima Silva, D. F., Ferreira, L., & de Almeida-Filho, A. T. (2020). A new preference disaggregation TOPSIS approach applied to sort corporate bonds based on financial statements and expert’s assessment. Expert Systems with Applications, IN PRESS.
Doumpos, M., & Zopounidis, C. (2014). Multicriteria Analysis in Finance (1st ed.). Springer International Publishing.
Greco, S., Ehrgott, M., & Figueira, J. R. (Eds.). (2016). Multiple Criteria Decision Analysis: State of Art Surveys (2nd ed., Vol. 233). New York, NY: Springer New York.
Greco, S., & Kadziński, M. (2018). Feature cluster: Learning perspectives in Multiple Criteria Decision Analysis. European Journal of Operational Research, 264(2), 403– 404.
Greco, S., Matarazzo, B., & Slowinski, R. (2001). Rough sets theory for multicriteria decision analysis. European Journal of Operational Research, 129(1), 1–47.
Heritage Foundation (2020). Index of Economic Freedom, accessed February 24, 2020, available at https://www.heritage.org/index/.
Jacquet-Lagrèze, E., & Siskos, Y. (2001). Preference disaggregation: 20 Years of MCDA experience. European Journal of Operational Research, 130(2), 233–245.
Mousseau, V., & Slowinski, R. (1998). Inferring an ELECTRE TRI Model from Assignment Examples. Journal of Global Optimization, 12(2), 157–174.
Ouenniche, J., Pérez-Gladish, B., & Bouslah, K. (2018). An out-of-sample framework for TOPSIS-based classifiers with application in bankruptcy prediction. Technological Forecasting and Social Change, 131(May 2017), 111–116.
Pardalos, P. M., Siskos, Y., & Zopounidis, C. (Eds.). (1995). Advances in Multicriteria Analysis (Vol. 5). Boston, MA: Springer US.
Roy, B. (1996). Multicriteria methodology for decision aiding. Kluwer Academic Publishers.
Zopounidis, C., Galariotis, E., Doumpos, M., Sarri, S., & Andriosopoulos, K. (2015). Multiple criteria decision aiding for finance: An updated bibliographic survey. European Journal of Operational Research, 247(2), 339–348.
Publicado
30/06/2020
Como Citar
SILVA, Diogo Lima; SILVA, Julio Cezar; DE ALMEIDA FILHO, Adiel.
Aprendizagem de preferências através do método TOPSIS: uma aplicação para ratings de liberdade econômica. In: SEMINÁRIO INTEGRADO DE SOFTWARE E HARDWARE (SEMISH), 47. , 2020, Cuiabá.
Anais [...].
Porto Alegre: Sociedade Brasileira de Computação,
2020
.
p. 72-80.
ISSN 2595-6205.
DOI: https://doi.org/10.5753/semish.2020.11318.
