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Expositing stages of VPRS analysis in an expert system: Application with bank credit ratings

Griffiths, Benjamin and Beynon, Malcolm James 2005. Expositing stages of VPRS analysis in an expert system: Application with bank credit ratings. Expert Systems with Applications 29 (4) , pp. 879-888. 10.1016/j.eswa.2005.06.008

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Abstract

The variable precision rough sets model (VPRS) along with many derivatives of rough set theory (RST) necessitates a number of stages towards the final classification of objects. These include, (i) the identification of subsets of condition attributes (β-reducts in VPRS) which have the same quality of classification as the whole set, (ii) the construction of sets of decision rules associated with the reducts and (iii) the classification of the individual objects by the decision rules. The expert system exposited here offers a decision maker (DM) the opportunity to fully view each of these stages, subsequently empowering an analyst to make choices during the analysis. Its particular innovation is the ability to visually present available β-reducts, from which the DM can make their selection, a consequence of their own reasons or expectations of the analysis undertaken. The practical analysis considered here is applied on a real world application, the credit ratings of large banks and investment companies in Europe and North America. The snapshots of the expert system presented illustrate the variation in results from the ‘asymmetric’ consequences of the choice of β-reducts considered.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Business (Including Economics)
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HG Finance
Q Science > QA Mathematics
Uncontrolled Keywords: Bank ratings; Data visualisation; Decision rules; Expert system; VPRS
Publisher: Elsevier
ISSN: 0957-4174
Last Modified: 04 Jun 2017 04:23
URI: http://orca.cf.ac.uk/id/eprint/38003

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