Cross-validation and ensemble analyses on multiple-criteria linear programming classification for credit cardholder behavior
文献类型：期刊论文
| 作者 | Peng, Y; Kou, G; Chen, ZX; Shi, Y |
| 刊名 | Computational science - iccs 2004, proceedings
 |
| 出版日期 | 2004 |
| 卷号 | 3039页码:931-939 |
| 关键词 | Credit card portfolio management Data mining Classification Multi-criteria linear programming Cross-validation And ensemble |
| ISSN号 | 0302-9743 |
| 通讯作者 | Peng, y(ypeng@mail.unomaha.edu) |
| 英文摘要 | In credit card portfolio management, predicting the cardholders' behavior is a key to reduce the charge off risk of credit card issuers. as a promising data mining approach, multiple criteria linear programming (mclp) has been successfully applied to classify credit cardholders' behavior into two or multiple-groups for business intelligence. the objective of this paper is to study the stability of mclp in classifying credit cardholders' behavior by using cross-validation and ensemble techniques. an overview of the two-group mclp model formulation and a description of the dataset used in this paper are introduced first. then cross-validation and ensemble methods are tested respectively as the results demonstrated, the classification rates of cross-validation and ensemble methods are close to the rates of using mclp alone. in other words, mclp is a relatively stable method in classifying credit cardholders' behavior. |
| WOS研究方向 | Computer Science |
| WOS类目 | Computer Science, Interdisciplinary Applications ; Computer Science, Theory & Methods |
| 语种 | 英语 |
| WOS记录号 | WOS:000223079700120 |
| 出版者 | SPRINGER-VERLAG BERLIN |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2376869 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Peng, Y |
| 作者单位 | 1.Univ Nebraska, Coll Informat Sci & Technol, Omaha, NE 68182 USA 2.Chinese Acad Sci, Grad Sch, Beijing 100039, Peoples R China |
| 推荐引用方式 GB/T 7714 | Peng, Y,Kou, G,Chen, ZX,et al. Cross-validation and ensemble analyses on multiple-criteria linear programming classification for credit cardholder behavior[J]. Computational science - iccs 2004, proceedings,2004,3039:931-939. |
| APA | Peng, Y,Kou, G,Chen, ZX,&Shi, Y.(2004).Cross-validation and ensemble analyses on multiple-criteria linear programming classification for credit cardholder behavior.Computational science - iccs 2004, proceedings,3039,931-939. |
| MLA | Peng, Y,et al."Cross-validation and ensemble analyses on multiple-criteria linear programming classification for credit cardholder behavior".Computational science - iccs 2004, proceedings 3039(2004):931-939. |
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来源：中国科学院大学
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