Michael Doumpos

Orcid: 0000-0002-1800-7724

Affiliations:
  • Audencia Business School, Institute of Finance, Nantes, France


According to our database1, Michael Doumpos authored at least 91 papers between 1997 and 2024.

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Bibliography

2024
Robust optimization approaches for portfolio selection: a comparative analysis.
Ann. Oper. Res., August, 2024

"Known Unknowns": Reducing Digital Inequalities in the Silver Economy.
IEEE Trans. Engineering Management, 2024

Fifty years of portfolio optimization.
Eur. J. Oper. Res., 2024

2023
The relationship between the risk of failure and the global systemic importance of banks: A multicriteria evaluation approach.
J. Oper. Res. Soc., October, 2023

Multicriteria Evaluation of the Websites of Alternative Tourism Enterprises: Case Study in the Region of Crete.
IEEE Trans. Engineering Management, June, 2023

Classification, sorting and clustering methods based on multiple criteria: recent trends.
Ann. Oper. Res., June, 2023

Improving the non-compensatory trace-clustering decision process.
Int. Trans. Oper. Res., May, 2023

A multicriteria approach for rating investments in commercial real estate.
Int. Trans. Oper. Res., 2023

Operational research and artificial intelligence methods in banking.
Eur. J. Oper. Res., 2023

2022
Credit Scoring with Drift Adaptation Using Local Regions of Competence.
Oper. Res. Forum, November, 2022

2021
Capital shortfall: A multicriteria decision support system for the identification of weak banks.
Decis. Support Syst., 2021

Developing automated valuation models for estimating property values: a comparison of global and locally weighted approaches.
Ann. Oper. Res., 2021

2020
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

2019
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

2018
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

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

Multiple criteria hierarchy process for sorting problems based on ordinal regression with additive value functions.
Ann. Oper. Res., 2017

2016
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

2015
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

2014
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

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

2012
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

2011
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

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

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

2009
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

Editorial.
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

2008
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

Editorial.
J. Glob. Optim., 2008

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

2007
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

Preface.
Ann. Oper. Res., 2007

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

2006
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

2005
Editorial.
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

2004
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

Editorial.
Comput. Manag. Sci., 2004

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

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

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

Editorial.
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

2001
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

2000
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

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

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


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