Discovering credit cardholders' behavior by multiple criteria linear programming

CASISD OpenIR > 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)

	Discovering credit cardholders' behavior by multiple criteria linear programming
	Kou, G; Peng, Y; Shi, Y; Wise, M; Xu, WX
发表期刊	ANNALS OF OPERATIONS RESEARCH
关键词	Data Mining Classification Multi-criteria Linear Programming Credit Cardholders' Behavior Sas Algorithms
摘要	In 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.
	2005
卷号	135 期号:1 页码:14,261-274
ISSN	0254-5330
学科领域	Operations Research & Management Science
收录类别	SCI
语种	英语
WOS记录号	WOS:000228973500014
引用统计	被引频次：50[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.casisd.cn/handle/190111/5008
专题	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)
推荐引用方式 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.

条目包含的文件
文件名称/大小	文献类型	版本类型	开放类型	使用许可
Discovering Credit C（603KB）			开放获取	--	浏览