In the context of multicriteria decision making whose aggregation process is based on the Choquet integral, bi-capacities can be regarded as a natural extension of capacities when the underlying evaluation scale is bipolar. The notion of entropy, recently generalized to capacities to measure their uniformity, is now extended to bi-capacities. We show that the resulting entropy measure has a ver...

Based on the concept of an interval-valued function which is motivated by the goal to represent an uncertain function, we define the Choquet integral with respect to a fuzzy measure of intervalvalued functions. We also discuss convergence in the C mean and convergence in a fuzzy measure of sequences of measurable interval-valued functions. In particular, we investigate the convergence theorem f...

The concept of an interval-valued capacity is motivated by the goal to generalize a capacity, and it can be used for representing an uncertain capacity. In this paper, we define the discrete intervalvalued capacities, a measure of the entropy of a discrete interval-valued capacity, and, Choquet integral with respect to a discrete interval-valued capacity. In particular, we discuss the Choquet i...

In this paper we studied two different classifiers fusion algorithms exploiting the combination weights expressed over the entire data space and the combination with data dependent weights. The following aggregation schemes are employed in the study: the majority vote, the averaging, the combination via Choquet integral with the − λ fuzzy measure, the combination via space partitioning and clas...

Financial distress prediction (FDP) has always been an important issue in the business and financial management. This research proposed a novel multiple classifier ensemble model based on firm life cycle and Choquet integral for FDP, named MCELCCh-FDP, as a new approach to tackle with financial distress. Empirical study based on Chinese listed companies’ real data is conducted, and the results ...

In some multi-criteria decision making problems, it is more convenient to express the decision maker preferences in bipolar scales. In such cases, the bipolar Choquet integral with respect to bi-capacities was introduced. In this paper, we address the problem of eliciting a bipolar Choquet integral with respect to a 2-additive bi-capacity. We assume that we are given a set of examples with (i) ...

In this paper, we take an axiomatic approach to characterize insurance prices in a competitive market setting. We present four axioms to describe the behavior of market insurance prices. From these axioms it follows that the price of an insurance risk has a Choquet integral representation with respect to a distorted probability (Yaari, 1987). We propose an additional axiom for reducing compound...

Two utility models are classically used to represent interaction among criteria: the Choquet integral and the Generalized Additive Independence (GAI) model. We propose a comparison of these models. Looking at their mathematical expression, it seems that the second one is much more general than the first one. The GAI model has been mostly studied in the case where attributes are discrete. We pro...

In this paper, the cooperative games with fuzzy coalitions were discussed. Several integral representations which described the fuzzy character function of the cooperative game were given, and the important solution –-the Shapley function was also investigated. For the cooperative game where the rate of participation of every player in a coalition is allowed to range within interval [0,1], the ...

The assertion in question comes from the short final section in the Theory of Capacities of Choquet 1953/54, in connection with his prototype of the subsequent Choquet integral. The problem was whether and when this formation is additive. Choquet had the much more abstract idea that all functionals in a certain wide class must be subadditive, and the counterpart with superadditive. His treatmen...