From: Using ELECTRE-TRI and FlowSort methods in a stock portfolio selection context
Sorting method | Â | Approach | Value of F |
---|---|---|---|
ELECTRE-TRI | Pessimistic | With veto threshold | 16.7 |
Without veto threshold | 40.0 | ||
Optimistic | With veto threshold | 34.3 | |
Without veto threshold | 36.4 | ||
FLOWSORT | Usual | Φ+ | 30.8 |
Φ- | 30.8 | ||
Φ | 30.8 | ||
U-shape | Φ+ | 40.0 | |
Φ- | 33.3 | ||
Φ | 38.5 | ||
V-shape | Φ+ | 45.5 | |
Φ- | 40.0 | ||
Φ | 41.7 | ||
V-shape with indifference | Φ+ | 40.0 | |
Φ- | 37.5 | ||
Φ | 38.5 | ||
Level | Φ+ | 40.0 | |
Φ- | 40.0 | ||
Φ | 41.7 |