Michael Doumpos

Technical University of Crete (TUC) - Department of Production Engineering and Management

University Campus

Chania

Crete, 73100

Greece

SCHOLARLY PAPERS

25

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CITATIONS

1

Scholarly Papers (25)

1.

Detecting Falsified Financial Statements Using Multicriteria Analysis: The Case Of Greece

EFMA 2000 Athens
Number of pages: 27 Posted: 10 Dec 2000
C. Zopounidis, Michael Doumpos and Charalambos Spathis
Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and Aristotle University of Thessaloniki - Department of Economics
Downloads 1,134 (13,168)

Abstract:

Financial statements, Fraud detection, Multicriteria decision aid, Classification

2.

Estimating and Explaining the Financial Performance of Property and Casualty Insurers: A Two-Stage Analysis

Journal of CENTRUM Cathedra: The Business and Economics Research Journal, Vol. 5, Issue 2, pp. 155-170, 2012
Number of pages: 16 Posted: 10 Sep 2012 Last Revised: 31 Oct 2012
Technical University of Crete (TUC) - Department of Production Engineering and Management, University of Crete - Faculty of Social Sciences - Department of Economics and Technical University of Crete
Downloads 106 (173,822)

Abstract:

Insurance companies, financial performance, multicriteria decision analysis

3.

Modelling Banking Sector Stability with Multicriteria Approaches

Optimization Letters, 2010, 4 (4), 543-558 (Revised Version), TUC - Financial Engineering Laboratory Working Paper 2010.01
Number of pages: 27 Posted: 06 Jan 2010 Last Revised: 28 Sep 2012
University of Crete - Faculty of Social Sciences - Department of Economics, Technical University of Crete, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads 94 (205,683)

Abstract:

banking, multicriteria decision aid, risk, stability

4.

Rating Mutual Funds Through an Integrated DEA-Based Multicriteria Performance Model: Design and Information Content

Technical University of Crete, Financial Engineering Laboratory, Working Paper 2012.06
Number of pages: 41 Posted: 04 Oct 2012
Department of Accounting & Finance, Technological Educational Institute of Peloponnese, Technical University of Crete (TUC) - Department of Production Engineering and Management, University of Piraeus - Department of Business Administration and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads 88 (212,681)

Abstract:

Mutual funds, Performance appraisal, Multicriteria analysis, Data envelopment analysis, Efficiency

5.

Combining Market and Accounting-Based Models for Credit Scoring Using a Classification Scheme Based on Support Vector Machines

Technical University of Crete, Financial Engineering Laboratory, Working Paper 2012.07
Number of pages: 31 Posted: 04 Oct 2012
Dimitrios Niklis, Michael Doumpos and C. Zopounidis
Independent, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management
Downloads 66 (250,153)
Citation 1

Abstract:

Credit risk, Black-Scholes-Merton model, Credit rating, Support vector machines

6.

Historical Energy Security Analysis of EU Countries

USAEE Working Paper No. 16-275
Number of pages: 17 Posted: 26 Aug 2016
Nagasaki University, Technical University of Crete (TUC) - Department of Production Engineering and Management and ESCP Europe Business School
Downloads 0 (345,841)

Abstract:

Energy security, Energy security indicators, Primary energy, Hierarchical clustering, European Union

7.

Bank Diversification and Overall Financial Strength: International Evidence

Financial Markets, Institutions & Instruments, Vol. 25, Issue 3, pp. 169-213, 2016
Number of pages: 46 Posted: 14 Jul 2016
Technical University of Crete (TUC) - Department of Production Engineering and Management, University of Crete - Faculty of Social Sciences - Department of Economics and Technical University of Crete
Downloads 0 (553,143)

Abstract:

Diversification, Overall financial strength, Multidimensional performance, Banking, Multicriteria

8.

A Novel Multi-Attribute Benchmarking Approach for Assessing the Financial Performance of Local Governments: Empirical Evidence from France

European Journal of Operational Research, 248 (2016), 301–317 ,
Posted: 21 Jan 2016
Audencia Business School , Independent, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management

Abstract:

Multiple criteria analysis, Local governments, Financial performance Benchmarking

9.

Multiple Criteria Decision Aiding for Finance: An Updated Bibliographic Survey

Zopounidis, C., Galariotis E., Doumpos, M., Sarri, S. and Andriosopoulos K. (2015) "Multiple Criteria Decision Aiding for Financial Decisions: An Updated Bibliographic Survey", European Journal of Operational Research, 247, pp. 339-348.
Posted: 21 Jan 2016
Technical University of Crete (TUC) - Department of Production Engineering and Management, Audencia Business School , Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and ESCP Europe Business School

Abstract:

Multiple criteria analysis, Finance, Bibliographic survey

10.

Inferring Robust Decision Models in Multicriteria Classification Problems: An Experimental Analysis

Doumpos, M., Zopounidis, C., and Galariotis E.C. (2014) "Inferring robust decision models in multicriteria classification problems: An experimental analysis", European Journal of Operational Research, 236, pp. 601-611
Posted: 21 Jan 2016
Michael Doumpos, C. Zopounidis and Emilios C. Galariotis
Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and Audencia Business School

Abstract:

Multiple criteria analysis, Robustness, Disaggregation, Analysis Monte Carlo simulation

11.

Applying Data Envelopment Analysis on Accounting Data to Assess and Optimize the Efficiency of Greek Local Governments

Posted: 26 Nov 2013
Michael Doumpos and Sandra Cohen
Technical University of Crete (TUC) - Department of Production Engineering and Management and Athens University of Economics and Business - Department of Business Administration

Abstract:

Local governments, efficiency, data envelopment analysis, accrual accounting data

12.

A Comparison of Alternative Methodologies for Credit Risk Evaluation

Journal of Computational Optimization in Economics and Finance vol. 3, is. 3, pp. 169-185
Posted: 21 Jun 2013
Independent, Technical University of Crete (TUC) - Department of Production Engineering and Management and University of Crete - Faculty of Social Sciences - Department of Economics

Abstract:

Credit risk evaluation, Multicriteria techniques, Logistic regression, Support vector machines, Ensemble models

13.

Assessing Financial Distress Where Bankruptcy is Not an Option: An Alternative Approach for Local Municipalities

European Journal of Operational Research, Vol. 218, Issue 1, pp. 270-279
Posted: 10 Oct 2012 Last Revised: 23 Oct 2012
Sandra Cohen, Michael Doumpos, Evi Neophytou and C. Zopounidis
Athens University of Economics and Business - Department of Business Administration, Technical University of Crete (TUC) - Department of Production Engineering and Management, Athens University of Economics and Business - Department of Accounting and Finance and Technical University of Crete (TUC) - Department of Production Engineering and Management

Abstract:

local governments, financial distress, multiple criteria analysis, financial ratios, Greece

14.

Optimal Portfolio Selection and Index Tracking for the Shipping Equity and Freight Rate Markets

Transportation Research Part E: Logistics and Transportation Review, 2013, 52, p.16-34
Posted: 03 May 2010 Last Revised: 23 Jul 2013
ESCP Europe Business School, Technical University of Crete (TUC) - Department of Production Engineering and Management, Cass Business School, City, University of London and Sir John Cass Business School

Abstract:

Index Tracking; Shipping, Differential Evolution and Genetic Algorithms

15.

Estimating and Analyzing the Efficiency and Productivity of Bank Branches: Evidence from Greece

Managerial Finance, Forthcoming
Posted: 27 May 2008
University of Crete - Faculty of Social Sciences - Department of Economics, Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management

Abstract:

Branch Banking, Data Envelopment Analysis, Efficiency, Productivity

16.

Multicriteria Framework for the Prediction of Corporate Failure in the UK

Frontiers in Finance & Economics, Vol. 4, No. 1, pp. 65-90, 2007
Posted: 24 Apr 2007
C. Zopounidis, Michael Doumpos and Fotios Pasiouras
Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete

Abstract:

Bankruptcy, Failure, Multicriteria decision aid, Prediction, UK

17.

Prediction of Acquisition Targets in the UK: A Multicriteria Approach

Operational Research: An International Journal, Vol. 4, No. 2, pp. 191-211, 2004
Posted: 27 Jul 2006
Michael Doumpos, Kyriaki Kosmidou and Fotios Pasiouras
Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete

Abstract:

Acquisitions, Discrimination, Mergers, Multicriteria Decision Aid

18.

Explaining Qualifications in Audit Reports using a Support Vector Machine Methodology

Intelligent Systems in Accounting, Finance & Management, Vol. 13, pp. 197-215, 2005
Posted: 27 Jul 2006
Technical University of Crete (TUC) - Department of Production Engineering and Management, University of Crete - Faculty of Social Sciences - Department of Economics and Technical University of Crete

Abstract:

Auditing, Qualified reports, Support vector machines, Bootstrap

19.

A Multicriteria Discrimination Approach for the Credit Rating of Asian Banks

Annals of Finance, Vol. 3, No. 3, pp. 351-367, 2007
Posted: 25 Jul 2006
Technical University of Crete, University of Crete - Faculty of Social Sciences - Department of Economics and Technical University of Crete (TUC) - Department of Production Engineering and Management

Abstract:

Asia, Banks, Credit ratings, Fitch, Multi-criteria

20.

Assessing Performance Factors in the UK Banking Sector: A Multicriteria Methodology

Central European Journal of Operations Research, Vol. 14, No. 1, 2006
Posted: 25 Apr 2006
Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management

Abstract:

UK banks, efficiency, performance, mutlicriteria decision aid

21.

A Multivariate Analysis of the Financial Characteristics of Foreign and Domestic Banks in the UK

Omega, Vol. 34, No. 2, 2006
Posted: 25 Apr 2006
Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management

Abstract:

Bank performance, Logistic regression, Classification

22.

Foreign versus Domestic Banks Performance in the UK: A Multicriteria Approach

Computational Management Science, Vol. 1, No. 3-4, 2004
Posted: 25 Apr 2006
Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management

Abstract:

Bank performance, Multicriteria decision aid, Classification

23.

Developing and Testing Models for Replicating Credit Ratings: A Multicriteria Approach

Computational Economics, Vol. 25, No. 4, 2005
Posted: 25 Apr 2006
Michael Doumpos and Fotios Pasiouras
Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete

Abstract:

Credit rating, classification, model testing, multicriteria decision aid

24.

Probabilistic Neural Networks for the Identification of Qualified Audit Opinions

Expert Systems with Applications, Vol. 32, pp. 114-124, 2007
Posted: 25 Apr 2006
Technical University of Crete (TUC) - Department of Production Engineering and Management, University of Crete - Faculty of Social Sciences - Department of Economics and Technical University of Crete

Abstract:

Probabilistic neural networks, Auditing, Qualified audit reports

25.

Detecting Falsified Financial Statements: A Comparative Study using Multicriteria Analysis and Multivariate Statistical Techniques

European Accounting Review, Vol. 11, No. 3, 2002
Posted: 22 Dec 2002
Charalambos Spathis, Michael Doumpos and C. Zopounidis
Aristotle University of Thessaloniki - Department of Economics, Technical University of Crete (TUC) - Department of Production Engineering and Management and Technical University of Crete (TUC) - Department of Production Engineering and Management

Abstract:

financial statements, fraud detection, red flags, multicriteria decision aid, multivariate statistical techniques, jackknife approach