Discovering credit cardholders' behavior by multiple criteria linear programming
Kou, G; Peng, Y; Shi, Y; Wise, M; Xu, WX
2005
Source PublicationANNALS OF OPERATIONS RESEARCH
ISSN0254-5330
Volume135Issue:1Pages:14,261-274
AbstractIn credit card portfolio management, predicting the cardholders spending behavior is a key to reduce the risk of bankruptcy. Given a set of attributes for major aspects of credit cardholders and predefined classes for spending behaviors, this paper proposes a classification model by using multiple criteria linear programming to discover behavior patterns of credit cardholders. It shows a general classification model that can theoretically handle any class-size. Then, it focuses on a typical case where the cardholders behaviors are predefined as four classes. A dataset from a major US bank is used to demonstrate the applicability of the proposed method.
KeywordData Mining Classification Multi-criteria Linear Programming Credit Cardholders' Behavior Sas Algorithms
Subject AreaOperations Research & Management Science
Indexed BySCI
Language英语
WOS IDWOS:000228973500014
Citation statistics
Cited Times:48[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.casisd.cn/handle/190111/5008
Collection中国科学院科技政策与管理科学研究所(1985年6月-2015年12月)
Recommended Citation
GB/T 7714
Kou, G,Peng, Y,Shi, Y,et al. Discovering credit cardholders' behavior by multiple criteria linear programming[J]. ANNALS OF OPERATIONS RESEARCH,2005,135(1):14,261-274.
APA Kou, G,Peng, Y,Shi, Y,Wise, M,&Xu, WX.(2005).Discovering credit cardholders' behavior by multiple criteria linear programming.ANNALS OF OPERATIONS RESEARCH,135(1),14,261-274.
MLA Kou, G,et al."Discovering credit cardholders' behavior by multiple criteria linear programming".ANNALS OF OPERATIONS RESEARCH 135.1(2005):14,261-274.
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