Balancing accuracy, complexity and interpretability in consumer credit decision making: A C-TOPSIS classification approach

Accuracy, complexity and interpretability are very important in credit classification. However, most approaches cannot perform well in all the three aspects simultaneously. The objective of this study is to put forward a classification approach named C-TOPSIS that can balance the three aspects well. C-TOPSIS is based on the rationale of TOPSIS (Technique for Order Preference by Similarity to Ideal Solution). TOPSIS is famous for reliable...