Michael Doumpos

According to our database1, Michael Doumpos authored at least 78 papers between 1997 and 2020.

Collaborative distances:



In proceedings 
PhD thesis 


On csauthors.net:


Multi-objective optimization models in finance and investments.
J. Glob. Optim., 2020

An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks.
Eur. J. Oper. Res., 2020

Assessing the quality of life in French municipalities: a multidimensional approach.
Ann. Oper. Res., 2020

Computational approaches and data analytics in financial services: A literature review.
J. Oper. Res. Soc., 2019

Computational approaches and data analytics in financial services.
J. Oper. Res. Soc., 2019

A non-compensatory approach for trace clustering.
Int. Trans. Oper. Res., 2019

Corporate governance, women's participation and firm performance: empirical analysis using a non-parametric evaluation methodology.
INFOR Inf. Syst. Oper. Res., 2019

Sample selection algorithms for credit risk modelling through data mining techniques.
Int. J. Data Min. Model. Manag., 2019

On the increasing importance of multiple criteria decision aid methods for portfolio selection.
J. Oper. Res. Soc., 2018

Preface: analytical models for financial modeling and risk management.
Ann. Oper. Res., 2018

Corporate failure prediction in the European energy sector: A multicriteria approach and the effect of country characteristics.
Eur. J. Oper. Res., 2017

Assessing the financial performance of European banks under stress testing scenarios: a multicriteria approach.
Oper. Res., 2016

A novel multi-attribute benchmarking approach for assessing the financial performance of local governments: Empirical evidence from France.
Eur. J. Oper. Res., 2016

Editorial to the Special Issue "OR in energy modeling and management".
Comput. Oper. Res., 2016

Operational and economic efficiency analysis of public hospitals in Greece.
Ann. Oper. Res., 2016

Editorial for the special issue: 2nd International Symposium and 24th National Conference on Operational Research.
Oper. Res., 2015

Supporting healthcare management decisions via robust clustering of event logs.
Knowl. Based Syst., 2015

Strategic decision making using multicriteria analysis: new service development in Greek hotels.
Int. J. Data Anal. Tech. Strateg., 2015

Multiple criteria decision aiding for finance: An updated bibliographic survey.
Eur. J. Oper. Res., 2015

Preface to the Special Issue: 60 years following Harry Markowitz's contributions in portfolio theory and operations research.
Eur. J. Oper. Res., 2014

Inferring robust decision models in multicriteria classification problems: An experimental analysis.
Eur. J. Oper. Res., 2014

Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines.
Appl. Math. Comput., 2014

Editorial - Operations research models in banking management.
Ann. Oper. Res., 2013

Learning non-monotonic additive value functions for multicriteria decision making.
OR Spectr., 2012

Assessing financial distress where bankruptcy is not an option: An alternative approach for local municipalities.
Eur. J. Oper. Res., 2012

Mutual funds performance appraisal using stochastic multicriteria acceptability analysis.
Appl. Math. Comput., 2012

Preference disaggregation and statistical learning for multicriteria decision support: A review.
Eur. J. Oper. Res., 2011

A Multicriteria Outranking Modeling Approach for Credit Rating.
Decis. Sci., 2011

A hybrid ACO-GRASP algorithm for clustering analysis.
Ann. Oper. Res., 2011

Performance Evaluation of European Banks Using Multicriteria Analysis Techniques.
Proceedings of the Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30, 2011

Modelling banking sector stability with multicriteria approaches.
Optim. Lett., 2010

A multicriteria decision support system for bank rating.
Decis. Support Syst., 2010

Multicriteria Sorting Methods.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Decision Support Systems with Multiple Criteria.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Credit Rating and Optimization Methods.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Evaluation of new service development strategies using multicriteria analysis: predicting the success of innovative hospitality services.
Oper. Res., 2009

Oper. Res., 2009

Ant colony and particle swarm optimization for financial classification problems.
Expert Syst. Appl., 2009

An evolutionary approach to construction of outranking models for multicriteria classification: The case of the ELECTRE TRI method.
Eur. J. Oper. Res., 2009

Faster Estimation of the Correlation Fractal Dimension Using Box-counting.
Proceedings of the 2009 Fourth Balkan Conference in Informatics, 2009

A hybrid stochastic genetic-GRASP algorithm for clustering analysis.
Oper. Res., 2008

A comparison of several nearest neighbor classifier metrics using Tabu Search algorithm for the feature selection problem.
Optim. Lett., 2008

J. Glob. Optim., 2008

Optimization of nearest neighbor classifiers via metaheuristic algorithms for credit risk assessment.
J. Glob. Optim., 2008

Additive Support Vector Machines for Pattern Classification.
IEEE Trans. Syst. Man Cybern. Part B, 2007

Feature selection algorithms in classification problems: an experimental evaluation.
Optim. Methods Softw., 2007

Probabilistic neural networks for the identification of qualified audit opinions.
Expert Syst. Appl., 2007

Regularized estimation for preference disaggregation in multiple criteria decision making.
Comput. Optim. Appl., 2007

Ann. Oper. Res., 2007

Model combination for credit risk assessment: A stacked generalization approach.
Ann. Oper. Res., 2007

An Experimental Evaluation of Some Classification Methods.
J. Glob. Optim., 2006

Bankruptcy prediction with neural logic networks by means of grammar-guided genetic programming.
Expert Syst. Appl., 2006

Jaime Gil-Aluja, Fuzzy Sets in the Management of Uncertainty, Springer-Verlag, Heidelberg (2004) ISBN 3-540-20341-9.
Eur. J. Oper. Res., 2006

Assessing performance factors in the UK banking sector: A multicriteria methodology.
Central Eur. J. Oper. Res., 2006

Oper. Res., 2005

Explaining qualifications in audit reports using a support vector machine methodology.
Intell. Syst. Account. Finance Manag., 2005

On the construction of mutual fund portfolios: A multicriteria methodology and an application to the Greek market of equity mutual funds.
Eur. J. Oper. Res., 2005

A multicriteria discrimination approach to model qualified audit reports.
Oper. Res., 2004

Prediction of acquisition targets in the UK: A multicriteria approach.
Oper. Res., 2004

An experimental comparison of some efficient approaches for training support vector machines.
Oper. Res., 2004

Developing sorting models using preference disaggregation analysis: An experimental investigation.
Eur. J. Oper. Res., 2004

A multicriteria classification approach based on pairwise comparisons.
Eur. J. Oper. Res., 2004

Comput. Manag. Sci., 2004

Foreign versus domestic banks' performance in the UK: a multicriteria approach.
Comput. Manag. Sci., 2004

A multicriteria methodology for developing a performance measurement model for bank branches.
Oper. Res., 2003

Business failure prediction: A comparison of classification methods.
Oper. Res., 2002

Oper. Res., 2002

A Stacked generalization framework for credit risk assessment.
Oper. Res., 2002

On the Development of an Outranking Relation for Ordinal Classification Problems: An Experimental Investigation of a New Methodology.
Optim. Methods Softw., 2002

Multicriteria classification and sorting methods: A literature review.
Eur. J. Oper. Res., 2002

Multi-group discrimination using multi-criteria analysis: Illustrations from the field of finance.
Eur. J. Oper. Res., 2002

Credit risk assessment using a multicriteria hierarchical discrimination approach: A comparative analysis.
Eur. J. Oper. Res., 2002

A preference disaggregation decision support system for financial classification problems.
Eur. J. Oper. Res., 2001

Multicriteria Preference Disaggregation for Classification Problems with an Application to Global Investing Risk.
Decis. Sci., 2001

Multicriteria sorting methodology: application to financial decision problems.
Parallel Algorithms Appl., 2000

PREFDIS: a multicriteria decision support system for sorting decision problems.
Comput. Oper. Res., 2000

Business failure prediction using the UTADIS multicriteria analysis method.
J. Oper. Res. Soc., 1999

On the use of knowledge-based decision support systems in financial management: A survey.
Decis. Support Syst., 1997