An Analytic Hierarchy Model for Classification Algorithms Selection in Credit Risk Analysis

Table 5

Ranking of MCDM methods of German credit dataset.

Algorithm	TOPSIS		PROMETHEE II		VIKOR		GRA
	Value	Rank	Value	Rank	Value	Rank	Value	Rank
BNK	0.5807	7	−0.2699	6	0.8434	8	0.5921	5
NBS	0.9529	1	0.7381	2	0.0091	1	0.7952	3
LRN	0.9332	2	0.7778	1	0.0476	2	0.8939	2
J48	0.6608	5	−0.4127	8	0.6404	6	0.5680	7
NBTree	0.5986	6	−0.3135	7	0.7557	7	0.5728	6
IB1	0.4703	10	−0.5635	10	1.0000	10	0.4273	10
IBK	0.5583	8	−0.5476	9	0.9863	9	0.4488	9
SMO	0.7944	4	0.3412	3	0.2932	3	0.9274	1
RBF	0.8087	3	0.2421	4	0.3082	4	0.6564	4
MLP	0.5511	9	0.0080	5	0.3268	5	0.5451	8