Classifications of credit cardholder behavior by using fuzzy 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)

	Classifications of credit cardholder behavior by using fuzzy linear programming
	He, J; Liu, XT; Shi, Y; Xu, WX; Yan, N
发表期刊	INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING
关键词	Data Mining Classification Fuzzy Linear Programming Satisfying Solution Credit Card Bankruptcy
摘要	Behavior analysis of credit cardholders is one of the main research topics in credit card portfolio management. Usually, the cardholder's behavior, especially bankruptcy, is measured by a score of aggregate attributes that describe cardholder's spending history. In real-life practice, statistics and neural networks are the major players to calculate such a score system for prediction. Recently, various multiple linear programming-based classification methods have been promoted for analyzing credit cardholders' behaviors. As a continuation of this research direction, this paper proposes a heuristic classification method by using the fuzzy linear programming (FLP) to discover the bankruptcy patterns of credit cardholders. Instead of identifying a compromise solution for the separation of credit cardholder behaviors, this approach classifies the credit cardholder behaviors by seeking a fuzzy (satisfying) solution obtained from a fuzzy linear program.In this paper, a real-life credit database from a major US bank is used for empirical study which is compared with the results of known multiple linear programming approaches.
	2004
卷号	3 期号:4 页码:18,633-650
ISSN	0219-6220
学科领域	Computer Science ; Artificial Intelligence ; Information Systems ; Interdisciplinary Applications ; Computer Science ; Computer Science ; Operations Research & Management Science
收录类别	SCI
语种	英语
WOS记录号	WOS:000225842700008
引用统计	被引频次：43[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/190111/5055
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	He, J,Liu, XT,Shi, Y,et al. Classifications of credit cardholder behavior by using fuzzy linear programming[J]. INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING,2004,3(4):18,633-650.
APA	He, J,Liu, XT,Shi, Y,Xu, WX,&Yan, N.(2004).Classifications of credit cardholder behavior by using fuzzy linear programming.INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING,3(4),18,633-650.
MLA	He, J,et al."Classifications of credit cardholder behavior by using fuzzy linear programming".INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING 3.4(2004):18,633-650.

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