Alvaro Roy Schachner

Juan B. Cabral, Alvaro Roy Schachner

Multicriteria decision-making methods exhibit critical dependence on the choice of normalization techniques, where different selections can alter 20-40% of the final rankings. Current practice is characterized by the ad-hoc selection of methods without systematic robustness evaluation. We present a framework that addresses this methodological sensitivity through automated exploration of the scaling transformation space. The implementation leverages the existing Scikit-Criteria infrastructure to automatically generate all possible methodological combinations and provide robust comparative analysis.We apply this approach in an evaluation dataset of cryptocurrencies with 6 methodological scenarios, showing a range of correlation between methods, explicitly quantifying the methodological sensitivity limits.

Agustín Borda, Juan Bautista Cabral, Gonzalo Giarda et al.

In Multi-Criteria Decision Analysis, Rank Reversals are a serious problem that can greatly affect the results of a Multi-Criteria Decision Method against a particular set of alternatives. It is therefore useful to have a mechanism that allows one to measure the performance of a method on a set of alternatives. This idea could be taken further to build a global ranking of the effectiveness of different methods to solve a problem. In this paper, we present three tests that detect the presence of Rank Reversals, along with their implementation in the Scikit-Criteria library. We also address the complications that arise when implementing these tests for general scenarios and the design considerations we made to handle them. We close with a discussion about how these additions could play a major role in the judgment of multi-criteria decision methods for problem solving.