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Individual credit ranking by an integrated interval type-2 trapezoidal fuzzy Electre methodology

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Abstract

In this paper, first, it is aimed to determine the most important criteria which affect the credit evaluation process. A type-2 trapezoidal fuzzy analytic hierarchy process method is proposed to analyze the criteria influencing the credit evaluation. Then, a ranking of experts is obtained using a type-2 trapezoidal fuzzy Electre (elimination and choice translating reality English) method. Lastly, the applicants’ ranking is determined as a real case. This method is aimed to be used by public and private banks to improve their credit ranking and evaluation strategies. Finally, the applicability and feasibility of the proposed approach are demonstrated by providing the results and sensitivity analysis.

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Authors and Affiliations

  1. Industrial Engineering Department, Yildiz Technical University, 34349, Istanbul, Turkey

    Ertugrul Ayyildiz, Alev Taskin Gumus & Merve Erkan

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  1. Ertugrul Ayyildiz
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  2. Alev Taskin Gumus
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  3. Merve Erkan
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Correspondence to Ertugrul Ayyildiz.

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All procedures performed in studies involving human participants were in accordance with the ethical standards of the institutional and/or national research committee and with the 1964 Helsinki Declaration and its later amendments or comparable ethical standards. This article does not contain any studies with animals performed by any of the authors.

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Communicated by V. Loia.

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Ayyildiz, E., Taskin Gumus, A. & Erkan, M. Individual credit ranking by an integrated interval type-2 trapezoidal fuzzy Electre methodology. Soft Comput 24, 16149–16163 (2020). https://doi.org/10.1007/s00500-020-04929-1

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