arXiv subjects

Kolos Csaba Ágoston

Publications and source records attributed to Kolos Csaba Ágoston.

9 recordsLinked to original sources

arXiv2026

Refined thresholds for inconsistency: The effect of the graph associated with incomplete pairwise comparisons

The inconsistency of pairwise comparisons remains difficult to interpret in the absence of acceptability thresholds. The popular 10% cut-off rule proposed by Saaty has recently been applied to incomplete pairwise comparison matrices, which contain some unknown comparisons. This paper refines these inconsistency thresholds: we uncover that they depend not only on the size of the matrix and the number of missing entries, but also on the undirected graph whose edges represent the known pairwise comparisons. Therefore, using our exact thresholds is especially important if the filling in patterns coincide for a large number of matrices, as has been recommended in the literature. The strong association between the new threshold values and the spectral radius of the representing graph is also demonstrated. Our results can be integrated into software to continuously monitor inconsistency during the collection of pairwise comparisons and immediately detect potential errors.

stat.ME↗

arXiv2025

Differentiating a Linear Recursive Sequence

Consider a sequence of real-valued functions of a real variable given by a homogeneous linear recursion with differentiable coefficients. We show that if the functions in the sequence are differentiable, then the sequence of derivatives also satisfies a homogeneous linear recursion whose order is at most double the order of original recursion. Similarly to the well-known operations that determine the elementwise sum and product of two linear recursive sequences, the coefficient functions of our recursion for the derivatives are easily computable from the original coefficient functions and their derivatives by direct manipulation of the coefficients of the characteristic polynomial of the recursion, without determining the roots. A simple application, computing linear recursions for derivatives of orthogonal polynomials, is presented.

math.FA↗

arXiv2024

A clustering approach for pairwise comparison matrices

We consider clustering in group decision making where the opinions are given by pairwise comparison matrices. In particular, the k-medoids model is suggested to classify the matrices since it has a linear programming problem formulation that may contain any condition on the properties of the cluster centres. Its objective function depends on the measure of dissimilarity between the matrices but not on the weights derived from them. Our methodology provides a convenient tool for decision support, for instance, it can be used to quantify the reliability of the aggregation. The proposed theoretical framework is applied to a large-scale experimental dataset, on which it is able to automatically detect some mistakes made by the decision-makers, as well as to identify a common source of inconsistency.

math.OC↗

arXiv2024

Bertrand oligopoly in insurance markets with Value at Risk Constraints

Since 2016 the operation of insurance companies in the European Union is regulated by the Solvency II directive. According to the EU directive the capital requirement should be calculated as a 99.5\% of Value at Risk. In this study, we examine the impact of this capital requirement constraint on equilibrium premiums and capitals. We discuss the case of the oligopoly insurance market using Bertrand's model, assuming profit maximizing insurance companies facing Value at Risk constraints. First we analyze companies' decision on premium level. The companies strategic behavior can result positive as well as negative expected profit for companies. The desired situation where competition eliminate positive profit and lead the market to zero-profit state is rare. Later we examine ex post and ax ante capital adjustments. Capital adjustment does not rule out market anomalies, although somehow changes them. Possibility of capital adjustment can lead the market to a situation where all of the companies suffer loss. Allowing capital adjustment results monopolistic premium level or market failure with positive probabilities.

econ.TH↗

arXiv2023

How to measure consumer's inconsistency in sensory testing?

Standard methods, standard test conditions and the use of good sensory practices are key elements of sensory testing. However, while compliance assessment by trained and expert assessors is well developed, few information is available on testing consumer consistency. Therefore, we aim to answer the following research questions: What type of metrics can be used to characterise (in)consistent evaluation? How to rank assessors and attributes' evaluations based on (in)consistency? Who can be considered an (in)consistent assessor? What is the difference between consistent and inconsistent assessors' evaluations and use of scale? What is the impact of consistent and inconsistent assessors' evaluations on the overall liking estimate? The proposed detection of (in)consistency requires evaluations on two connected scales. We reveal how assessors and attributes can be ranked according to the level of inconsistency, as well as how inconsistent assessors can be identified. The suggested approach is illustrated by data from sensory tests of biscuits enriched with three pollens at different levels. Future consumer tests are recommended to account for possible inconsistent evaluations.

stat.AP↗

arXiv2023

On the coincidence of optimal completions for small pairwise comparison matrices with missing entries

Incomplete pairwise comparison matrices contain some missing judgements. A natural approach to estimate these values is provided by minimising a reasonable measure of inconsistency after unknown entries are replaced by variables. Two widely used inconsistency indices for this purpose are Saaty's inconsistency index and the geometric inconsistency index, which are closely related to the eigenvector and the logarithmic least squares priority deriving methods, respectively. The two measures are proven to imply the same optimal filling for incomplete pairwise comparison matrices up to order four but not necessarily for order at least five.

math.OC↗

arXiv2023

A lexicographically optimal completion for pairwise comparison matrices with missing entries

Estimating missing judgements is a key component in many multi-criteria decision making techniques, especially in the Analytic Hierarchy Process. Inspired by the Koczkodaj inconsistency index and a widely used solution concept of cooperative game theory called the nucleolus, the current study proposes a new algorithm for this purpose. In particular, the missing values are substituted by variables, and the inconsistency of the most inconsistent triad is reduced first, followed by the inconsistency of the second most inconsistent triad, and so on. The necessary and sufficient condition for the uniqueness of the suggested lexicographically optimal completion is proved to be a simple graph-theoretic notion: the undirected graph associated with the pairwise comparisons, where the edges represent the known elements, should be connected. Crucially, our method does not depend on an arbitrarily chosen measure of inconsistency as there exists essentially one reasonable triad inconsistency index.

math.OC↗

arXiv2021

Inconsistency thresholds for incomplete pairwise comparison matrices

Pairwise comparison matrices are increasingly used in settings where some pairs are missing. However, there exist few inconsistency indices for similar incomplete data sets and no reasonable measure has an associated threshold. This paper generalises the famous rule of thumb for the acceptable level of inconsistency, proposed by Saaty, to incomplete pairwise comparison matrices. The extension is based on choosing the missing elements such that the maximal eigenvalue of the incomplete matrix is minimised. Consequently, the well-established values of the random index cannot be adopted: the inconsistency of random matrices is found to be the function of matrix size and the number of missing elements, with a nearly linear dependence in the case of the latter variable. Our results can be directly built into decision-making software and used by practitioners as a statistical criterion for accepting or rejecting an incomplete pairwise comparison matrix.

math.ST↗

arXiv2017

Stable project allocation under distributional constraints

In a two-sided matching market when agents on both sides have preferences the stability of the solution is typically the most important requirement. However, we may also face some distributional constraints with regard to the minimum number of assignees or the distribution of the assignees according to their types. These two requirements can be challenging to reconcile in practice. In this paper we describe two real applications, a project allocation problem and a workshop assignment problem, both involving some distributional constraints. We used integer programming techniques to find reasonably good solutions with regard to the stability and the distributional constraints. Our approach can be useful in a variety of different applications, such as resident allocation with lower quotas, controlled school choice or college admissions with affirmative action.

cs.GT↗