Mclp-based methods for improving "bad" catching rate in credit cardholder behavior analysis
文献类型：期刊论文
| 作者 | Li, Aihua1,2; Shi, Yong2,3; He, Jing2 |
| 刊名 | Applied soft computing
 |
| 出版日期 | 2008-06-01 |
| 卷号 | 8期号:3页码:1259-1265 |
| 关键词 | Credit card Fuzzy linear programming Multi criteria linear programming Balanced Risk control Catching rate |
| ISSN号 | 1568-4946 |
| DOI | 10.1016/j.asoc.2007.02.014 |
| 通讯作者 | Shi, yong(yshi@gucas.ac.cn) |
| 英文摘要 | Cardholders' behavior prediction is an important issue in credit card portfolio management. as a promising data mining approach, multiple criteria programming (mclp) has been successfully applied to classify credit cardholders' behavior into two groups. in order to better control credit risk for financial institutes, this paper proposes three methods based on mclp to improve the "bad" catching accuracy rate. one is called mclp with unbalanced training set selection, the second is called fuzzy linear programming (flp) method with moving boundary, and the third is called penalized multi criteria linear programming (pmclp). the experimental examples demonstrate the promising performance of these methods. (c) 2007 elsevier b.v. all rights reserved. |
| WOS关键词 | PROGRAMMING-MODELS |
| WOS研究方向 | Computer Science |
| WOS类目 | Computer Science, Artificial Intelligence ; Computer Science, Interdisciplinary Applications |
| 语种 | 英语 |
| WOS记录号 | WOS:000253954100011 |
| 出版者 | ELSEVIER SCIENCE BV |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2393185 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Shi, Yong |
| 作者单位 | 1.Chinese Acad Sci, Res Ctr Fictitious Econ & Data Sci, Beijing 10080, Peoples R China 2.Cent Univ Finance & Econ, Sch Management Sci & Technol, Beijing 100080, Peoples R China 3.Univ Nebraska, Coll Informat Sci & Technol, Omaha, NE 68182 USA |
| 推荐引用方式 GB/T 7714 | Li, Aihua,Shi, Yong,He, Jing. Mclp-based methods for improving "bad" catching rate in credit cardholder behavior analysis[J]. Applied soft computing,2008,8(3):1259-1265. |
| APA | Li, Aihua,Shi, Yong,&He, Jing.(2008).Mclp-based methods for improving "bad" catching rate in credit cardholder behavior analysis.Applied soft computing,8(3),1259-1265. |
| MLA | Li, Aihua,et al."Mclp-based methods for improving "bad" catching rate in credit cardholder behavior analysis".Applied soft computing 8.3(2008):1259-1265. |
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来源：中国科学院大学
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