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:261-274 |
| 关键词 | Data mining Classification Multi-criteria linear programming Credit cardholders' behavior Sas algorithms |
| ISSN号 | 0254-5330 |
| DOI | 10.1007/s10479-005-6245-5 |
| 通讯作者 | Shi, y(yshi@unomaha.edu) |
| 英文摘要 | 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. |
| WOS关键词 | DISCRIMINANT-ANALYSIS ; MODELS |
| WOS研究方向 | Operations Research & Management Science |
| WOS类目 | Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000228973500014 |
| 出版者 | SPRINGER |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2377400 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Shi, 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 3.First Natl Bank Omaha, Omaha, NE 68197 USA 4.Chinese Acad Sci, Inst Policy & Management, Beijing 100080, Peoples R China |
| 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):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),261-274. |
| MLA | Kou, G,et al."Discovering credit cardholders' behavior by multiple criteria linear programming".Annals of operations research 135.1(2005):261-274. |
入库方式： iSwitch采集
来源：中国科学院大学
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。