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Discovering credit cardholders' behavior by multiple criteria linear programming
文献类型：期刊论文
| 作者 | Kou, G ; Peng, Y ; Shi, Y ; Wise, M ; Xu, WX |
| 刊名 | ANNALS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2005 |
| 卷号 | 135期号:1页码:14,261-274 |
| 关键词 | data mining classification multi-criteria linear programming credit cardholders' behavior SAS algorithms |
| ISSN号 | 0254-5330 |
| 中文摘要 | 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. |
| 学科主题 | Operations Research & Management Science |
| 收录类别 | SCI |
| 语种 | 英语 |
| WOS记录号 | WOS:000228973500014 |
| 公开日期 | 2012-11-12 |
| 源URL | [http://ir.casipm.ac.cn/handle/190111/5008]  |
| 专题 | 科技战略咨询研究院_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. |
入库方式： OAI收割
来源：科技战略咨询研究院
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