A Stochastic Multi-criteria divisive hierarchical clustering algorithm

نویسندگان

چکیده

• A new multicriteria divisive hierarchical clustering has been developed. It is coupled with SMAA and Ensemble clustering. tackles problems uncertainty imprecision. The methodology applied to cluster financial institutions. Clustering a long widely-used technique group similar objects based on their distance. Recently, it found that this grouping exercise can be enhanced if the preference information of decision-maker taken into account. Consequently, multi-criteria methods have proposed. All proposed algorithms are non-hierarchical approach, in which number clusters known advance. In paper, we propose PROMETHEE, where does not need specified. Because outcome dependent parameters take account imprecision by enhancing our approach making use Stochastic Multiobjective Acceptability Analysis (SMAA) ensemble methods. used generate large solutions randomly varying PROMETHEE parameters, followed clustering, reaches consensus solution. Our illustrated study performance evaluation US banks according set non-financial (environmental, social corporate governance; ESG) criteria. We find established appear overall best-performing clusters, more contemporary following suit. additional analysis compare (financial non-financial) mixed appreciation ESG aspects industry middle clusters.

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ژورنال

عنوان ژورنال: Omega

سال: 2021

ISSN: ['1873-5274', '0305-0483']

DOI: https://doi.org/10.1016/j.omega.2020.102370