  This study presents the implementation of a non-parametric multiple criteria
decision aiding (MCDA) model, the Multi-group Hierarchy Discrimination
(M.H.DIS) model, with the Preference Ranking Organization Method for Enrichment
Evaluations (PROMETHEE), on a dataset of 114 European unlisted companies
operating in the energy sector. Firstly, the M.H.DIS model has been developed
following a five-fold cross validation procedure to analyze whether the model
explains and replicates a two-group pre-defined classification of companies in
the considered sample, provided by Bureau van Dijk's Amadeus database. Since
the M.H.DIS method achieves a quite limited satisfactory accuracy in predicting
the considered Amadeus classification in the holdout sample, the PROMETHEE
method has been performed then to provide a benchmark sorting procedure useful
for comparison purposes.
