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An evolution strategy-based multiple kernels multi-criteria programming approach: The case of credit decision making
文献类型：期刊论文
| 作者 | Li, JP; Wei, LW; Li, G; Xu, WX |
| 刊名 | DECISION SUPPORT SYSTEMS
 |
| 出版日期 | 2011 |
| 卷号 | 51期号:2页码:7,292-298 |
| ISSN号 | 0167-9236 |
| 关键词 | Multi-criteria Programming Multiple Kernels Evolution Strategies Credit Risk Decision Making |
| 英文摘要 | Credit risk analysis has long attracted a great deal of attention from both academic researchers and practitioners. However, because of the recent financial crisis, this field continues to draw ever increasingly attention. A multiple kernels multi-criteria programming approach based on evolution strategy (ES-MK-MCP) is proposed for credit decision making in this study. We introduce a linear combination of kernel functions to enhance the interpretability of credit classification models, and propose an alternative to optimize the parameters based on the evolution strategy. For illustration purpose, two UCI credit card data sets are used to verify the effectiveness and feasibility of the proposed model. As the experimental results reveal, the proposed ES-MK-MCP model is an efficient tool for credit risk analysis, especially for decision makers to identify the most relevant features. (C) 2010 Elsevier B.V. All rights reserved. |
| 学科主题 | Computer Science ; Artificial Intelligence ; Information Systems ; Computer Science ; Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000290193100006 |
| 公开日期 | 2012-11-12 |
| 源URL | [http://ir.casipm.ac.cn/handle/190111/4289]  |
| 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 | Li, JP,Wei, LW,Li, G,et al. An evolution strategy-based multiple kernels multi-criteria programming approach: The case of credit decision making[J]. DECISION SUPPORT SYSTEMS,2011,51(2):7,292-298. |
| APA | Li, JP,Wei, LW,Li, G,&Xu, WX.(2011).An evolution strategy-based multiple kernels multi-criteria programming approach: The case of credit decision making.DECISION SUPPORT SYSTEMS,51(2),7,292-298. |
| MLA | Li, JP,et al."An evolution strategy-based multiple kernels multi-criteria programming approach: The case of credit decision making".DECISION SUPPORT SYSTEMS 51.2(2011):7,292-298. |
入库方式： OAI收割
来源：科技战略咨询研究院
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