An integrated mathematical programming model for offset planning
Computers and Operations Research
Decision-making and performance measurement models with applications to robot selection
Computers and Industrial Engineering
Extensions of the TOPSIS for group decision-making under fuzzy environment
Fuzzy Sets and Systems
Credit scoring system for small business loans
Decision Support Systems
Using neural network ensembles for bankruptcy prediction and credit scoring
Expert Systems with Applications: An International Journal
A practical approach to credit scoring
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Fuzzy performance evaluation in Turkish Banking Sector using Analytic Hierarchy Process and TOPSIS
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Building credit scoring models using genetic programming
Expert Systems with Applications: An International Journal
A hybrid approach of goal programming for weapon systems selection
Computers and Industrial Engineering
Project selection for oil-fields development by using the AHP and fuzzy TOPSIS methods
Expert Systems with Applications: An International Journal
A hybrid fuzzy group decision support framework for advanced-technology prioritization at NASA
Expert Systems with Applications: An International Journal
Development of a decision support system for robot selection
Robotics and Computer-Integrated Manufacturing
An approach to generalization of fuzzy TOPSIS method
Information Sciences: an International Journal
| Hi-index | 12.05 |
In this study, a credit risk concentration allocation model is developed for the banks to determine the credit risk concentration limits of their regional head's. The proposed model is based on the Fuzzy TOPSIS (FTOPSIS) and Linear Programming (LP) approaches. FTOPSIS is easy to use and capable to keep tract of decision made in reaching the overall score by combining different types of criteria. LP combines the results of FTOPSIS and other constraints and objectives determined by the bank. Using FTOPSIS and LP together in the same model brings uniformity and a structure in credit risk concentration decisions of the banks. The developed model is tested with a real case banking application and satisfactory results are obtained. An application is also provided in the paper for illustrative purposes.