Classifications of credit cardholder behavior by using multiple criteria non-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 multiple criteria non-linear programming
	He, J; Shi, Y; Xu, WX
发表期刊	DATA MINING AND KNOWLEDGE MANAGEMENT
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 the real-life practice, statistics and neural networks are the major players to calculate such a score system for prediction. Recently, various multiple criteria linear programming based classification methods have been explored for analyzing credit cardholders' behavior. This paper proposes a multiple criteria non-linear programming (MCNP) approach to discovering the bankruptcy patterns of credit cardholders. A real-life credit database from a major US bank is used for empirical study on MCNP classification. Finally, the comparison of MCNP and other known classification methods is conducted to verify the validation of MCNP method.
	2004
卷号	3327 期号:1 页码:10,154-163
ISSN	0302-9743
学科领域	Computer Science ; Information Systems ; Artificial Intelligence ; Computer Science
收录类别	SCI
语种	英语
WOS记录号	WOS:000227493600017
引用统计	被引频次：7[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/190111/5177
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,Shi, Y,Xu, WX. Classifications of credit cardholder behavior by using multiple criteria non-linear programming[J]. DATA MINING AND KNOWLEDGE MANAGEMENT,2004,3327(1):10,154-163.
APA	He, J,Shi, Y,&Xu, WX.(2004).Classifications of credit cardholder behavior by using multiple criteria non-linear programming.DATA MINING AND KNOWLEDGE MANAGEMENT,3327(1),10,154-163.
MLA	He, J,et al."Classifications of credit cardholder behavior by using multiple criteria non-linear programming".DATA MINING AND KNOWLEDGE MANAGEMENT 3327.1(2004):10,154-163.

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