An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring
文献类型：期刊论文
| 作者 | Yu, Lean1,2; Wang, Shouyang1; Lai, Kin Keung2 |
| 刊名 | EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
 |
| 出版日期 | 2009-06-16 |
| 卷号 | 195期号:3页码:942-959 |
| 关键词 | Multicriteria decision analysis Fuzzy group decision making Intelligent agent Credit scoring Artificial intelligence |
| ISSN号 | 0377-2217 |
| DOI | 10.1016/j.ejor.2007.11.025 |
| 英文摘要 | Credit risk analysis is an active research area in financial risk management and credit scoring is one of the key analytical techniques in credit risk evaluation. In this study, a novel intelligent-agent-based fuzzy group decision making (GDM) model is proposed as an effective multicriteria decision analysis (MCDA) tool for credit risk evaluation. In this proposed model, some artificial intelligent techniques, which are used as intelligent agents, are first used to analyze and evaluate the risk levels of credit applicants over a set of pre-defined criteria. Then these evaluation results, generated by different intelligent agents, are fuzzified into some fuzzy opinions on credit risk level of applicants. Finally, these fuzzification opinions are aggregated into a group consensus and meantime the fuzzy aggregated consensus is defuzzified into a crisp aggregated value to support final decision for decision-makers of credit-granting institutions. For illustration and verification purposes, a simple numerical example and three real-world credit application approval datasets are presented. (C) 2007 Elsevier B.V. All rights reserved. |
| WOS研究方向 | Business & Economics ; Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000261941400028 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/8577]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Yu, Lean |
| 作者单位 | 1.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China |
| 推荐引用方式 GB/T 7714 | Yu, Lean,Wang, Shouyang,Lai, Kin Keung. An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring[J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,2009,195(3):942-959. |
| APA | Yu, Lean,Wang, Shouyang,&Lai, Kin Keung.(2009).An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,195(3),942-959. |
| MLA | Yu, Lean,et al."An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring".EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 195.3(2009):942-959. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。