A set of data mining models to classify credit cardholder behavior

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)

	A set of data mining models to classify credit cardholder behavior
	Kou, G; Peng, Y; Shi, Y; Xu, WX
发表期刊	COMPUTATIONAL SCIENCE - ICCS 2003, PT II, PROCEEDINGS
关键词	Data Mining Multi-criteria Linear Programining Classification Algorithm Sas And Linux Platforms
摘要	In this paper, we present a set of classification models by using multiple criteria linear programming (MCLP) to discover the various behaviors of credit cardholders. In credit card portfolio management, predicting the cardholder's spending behavior is a key to reduce the risk of bankruptcy. Given a set of predicting variables (attributes) that describes all possible aspects of credit cardholders, we first present a set of general classification models that can theoretically handle any size of multiple-group cardholders' behavior problems. Then, we implement the algorithm of the classification models by using SAS and Linux. platforms. Finally, we test the models on a special case where the cardholders' behaviors are predefined as five classes: (i) bankrupt charge-off; (ii) non-bankrupt charge-off; (iii) delinquent; (iv) current and (v) outstanding on a real-life credit card data warehouse. As a part of the performance analysis, a data testing comparison between the MCLP and induction decision tree approaches is demonstrated. These findings suggest that the MCLP-data mining techniques have a great potential in discovering knowledge patterns from a large-scale real-life database or data warehouse.
	2003
卷号	2658 期号:1 页码:10,54-63
ISSN	0302-9743
学科领域	Computer Science ; Theory & Methods ; Interdisciplinary Applications ; Software Engineering ; Computer Science ; Computer Science
收录类别	SCI
语种	英语
WOS记录号	WOS:000184831800007
引用统计	被引频次：1[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/190111/5294
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. A set of data mining models to classify credit cardholder behavior[J]. COMPUTATIONAL SCIENCE - ICCS 2003, PT II, PROCEEDINGS,2003,2658(1):10,54-63.
APA	Kou, G,Peng, Y,Shi, Y,&Xu, WX.(2003).A set of data mining models to classify credit cardholder behavior.COMPUTATIONAL SCIENCE - ICCS 2003, PT II, PROCEEDINGS,2658(1),10,54-63.
MLA	Kou, G,et al."A set of data mining models to classify credit cardholder behavior".COMPUTATIONAL SCIENCE - ICCS 2003, PT II, PROCEEDINGS 2658.1(2003):10,54-63.

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