Annals of Operations Research

, Volume 251, Issue 1–2, pp 117–139 | Cite as

Multiple criteria hierarchy process for sorting problems based on ordinal regression with additive value functions

  • Salvatore Corrente
  • Michael DoumposEmail author
  • Salvatore Greco
  • Roman Słowiński
  • Constantin Zopounidis


A hierarchical decomposition is a common approach for coping with complex decision problems involving multiple dimensions. Recently, the multiple criteria hierarchy process (MCHP) has been introduced as a new general framework for dealing with multiple criteria decision aiding in case of a hierarchical structure of the family of evaluation criteria. This study applies the MCHP framework to multiple criteria sorting problems and extends existing disaggregation and robust ordinal regression techniques that induce decision models from data. The new methodology allows the handling of preference information and the formulation of recommendations at the comprehensive level, as well as at all intermediate levels of the hierarchy of criteria. A case study on bank performance rating is used to illustrate the proposed methodology.


Multiple criteria decision aiding Multiple criteria hierarchy process Sorting problems Robust ordinal regression Bank rating 



This work has been partly funded by the “Programma Operativo Nazionale” Ricerca & Competitivitá “2007–2013” within the project “PON04a2 E SINERGREEN-RES-NOVAE”.

The fourth author wishes to acknowledge financial support from the Polish National Science Centre.


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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  • Salvatore Corrente
    • 1
  • Michael Doumpos
    • 2
    Email author
  • Salvatore Greco
    • 1
    • 3
  • Roman Słowiński
    • 4
    • 5
  • Constantin Zopounidis
    • 2
    • 6
  1. 1.Department of Economics and BusinessUniversity of CataniaCataniaItaly
  2. 2.School of Production Engineering and Management, Financial Engineering LaboratoryTechnical University of CreteChaniaGreece
  3. 3.Portsmouth Business School, Centre of Operations Research and Logistics (CORL)University of PortsmouthPortsmouthUK
  4. 4.Institute of Computing SciencePoznań University of TechnologyPoznanPoland
  5. 5.Systems Research InstitutePolish Academy of SciencesWarsawPoland
  6. 6.Audencia Nantes School of ManagementNantesFrance

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