• Aucun résultat trouvé

Multicriteria Decision Analysis for banks risks evaluation

N/A
N/A
Protected

Academic year: 2021

Partager "Multicriteria Decision Analysis for banks risks evaluation"

Copied!
2
0
0

Texte intégral

(1)

O

pen

A

rchive

T

OULOUSE

A

rchive

O

uverte (

OATAO

)

OATAO is an open access repository that collects the work of Toulouse researchers and

makes it freely available over the web where possible.

This is an author-deposited version published in :

http://oatao.univ-toulouse.fr/

Eprints ID : 15326

The contribution was presented at ICDSST 2015 :

https://ewgdssbelgrade2015.wordpress.com/

To cite this version : Rakotoarivelo, Jean-Baptiste and Zaraté, Pascale and

Razafimandimby, Josvah Paul Multicriteria Decision Analysis for banks risks

evaluation. (2015) In: 1st EWG-DSS International Conference on Decision Support

Systems Technologies on Big Data Analytics for Decision Making (ICDSST 2015),

27 May 2015 - 29 May 2015 (Belgrade, Serbia). (Unpublished)

Any correspondence concerning this service should be sent to the repository

administrator:

staff-oatao@listes-diff.inp-toulouse.fr

(2)

ICDSST

2015

1st International Conference on Decision Support System Technology

An EWG-DSS Conference

Belgrade, Serbia, May 27 29 2015

Multicriteria Decision Analysis for Banks Risks Evaluation

7KHGHFLVLRQSURFHVVUHTXLUHGWRWKH$+3PHWKRGLVSUHVHQWHGLQ VWHSVILUVWWKHSUREOHPRUWKHREMHFWLYHRIWKHDQDO\VLVPXVWEHFOHDUO\ LGHQWLILHGDVWKHILJXUHVDERYHWKHREMHFWLYHVHOHFWEHVWSURMHFWV   FULWHULD  VXEFULWHULD  DQGDOWHUQDWLYH   7KHVWHSVDIWHULGHQWLI\LQJWKHSUREOHPVDUHDVIROORZV (VWDEOLVKWKHKLHUDUFK\VWUXFWXUH 0DNHWKHSDLUZLVHFRPSDULVRQV ELQDU\ FULWHULDLQUHODWLRQWRWKH REMHFWLYH

&DOFXODWHWKHSULRULWLHVYHFWRUV

'HWHUPLQHWKHPHDQRIWKHSULRULW\YDOXH OPD[ ,$,&5&

3HUIRUP FRPSUHKHQVLYH FRPSDULVRQV DJDLQVW HDFK H[LVWLQJ

FULWHULRQDQGWKHGHWHUPLQDWLRQWKHSHUIRUPDQFHRIWKHUHODWLYHYDOXHRI

HDFK VXE FRQVLGHUDWLRQ RI DQG QHDU WKH XSSHU OHYHO ZLWK WKH SURMHFW

DJJUHJDWLRQ

&DOFXODWHDOWHUQDWLYHSULRULWLHVDQG'HWHUPLQHWKHUHODWLYH

SHUIRUPDQFHFULWHULDDQGDOWHUQDWLYHV

RAKOTOARIVELO Jean-Baptiste PhD Student University of Toulouse (IRIT)

Jean-Baptiste.Rakotoarivelo@irit.fr

>@ 6$$7< /7 ಯ+RZ WR PDNH D GHFLVLRQ 7KH $QDO\WLF +LHUDUFK\ 3URFHVV (XURSHDQRI2SHUDWLRQ5HVHDUFK9ROSS(XURSHDQMRXUQDORI RSHUDWLRQDOUHVHDUFK,661&2'(1(-25'7

>@'«ILQLWLRQGHVULVTXHVW\SRORJLHGHVULVTXHVm*HVWLRQGHVULVTXHVHWULVTXH GHFU«GLW}9LYLHQ%581(/7KLVYHUVLRQ-DQXDU\

>@ 3DVFDO .HUEHO m 0DQDJHPHQW GHV ULVTXHV LQFOXV VHFWHXU EDQTXH HW DVVXUDQFH} /DG«ILQLWLRQGHVULVTXHVSULVHQFRPSWHGDQVOHVHFWHXUEDQFDLUH HQFRQIRUPLW«DYHF%¤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

Results

Pascale ZARATE

Supervisor University of Toulouse (IRIT)

Pascale.zarate@ut-capitole.fr

Josvah Paul RAZAFIMANDIMBY Supervisor University of Fianarantsoa (ENI)

razafimandimbyp@ymail.com

Références

Documents relatifs

Here, we use the most up-to-date information on the differ- ent terms of the carbon budget: fossil-fuel emissions, four estimates of land-use change (LUC) emissions, ocean uptake

1. Obtaining new clients. Each day begins with the registration of new clients. An agent receives new buyer clients in one of two ways: 1) by selling houses: each agent obtains a

We applied decision analysis and probabilistic modeling approaches to produce economic ex-ante assessments for seven agroforestry options (intercropping of maize, forage grass,

Aggregation Functions for Multicriteria Decision Aid..

Question : How can we extend the weighted arithmetic mean by taking into account the interaction among

Interaction indices among a combination S of criteria have been introduced and characterized by Grabisch and Roubens (1998)!. Another definition has also been introduced

‫‪ ‬‬ ‫ﻧﺮﻯ ﺃﻥ ﻫﺬﺍ ﺍﻟﺘﺄﺧﺮ ﻛﺎﻥ ﰲ ﻣﺼﻠﺤﺔ ﺍﻷﺳﺮﺓ ﻓﻘﺪ ﻛﺎﻥ ﻻﺑﺪ ﻣﻦ ﺍﻟﺘﺮﻳﺚ ﻣﻦ ﺍﺟﻞ ﺇﺻﺪﺍﺭ ﺗﺸﺮﻳﻊ‬ ‫ﻳﺘﻼﺋﻢ ﻭﻃﺒﻴﻌﺔ ﺍ‪‬ﺘﻤﻊ ﺍﳉﺰﺍﺋﺮﻱ ﻭﺧﺼﻮﺻﻴﺎﺗﻪ‪.‬‬ ‫ﺳﺎﺑﻌﺎ‪ :‬ﺇﻥ ﻋﻘﺪ