Classifications of credit cardholder behavior by using multiple criteria non-linear programming

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	Classifications of credit cardholder behavior by using multiple criteria non-linear programming
	He, J ; Shi, Y ; Xu, WX
	2004
发表期刊	DATA MINING AND KNOWLEDGE MANAGEMENT
ISSN	0302-9743
卷号	3327 页码:154-163
摘要	Behavior analysis of credit cardholders is one of the main research topics in credit card portfolio management. Usually, the cardholder's behavior, especially bankruptcy, is measured by a score of aggregate attributes that describe cardholder's spending history. In the real-life practice, statistics and neural networks are the major players to calculate such a score system for prediction. Recently, various multiple criteria linear programming based classification methods have been explored for analyzing credit cardholders' behavior. This paper proposes a multiple criteria non-linear programming (MCNP) approach to discovering the bankruptcy patterns of credit cardholders. A real-life credit database from a major US bank is used for empirical study on MCNP classification. Finally, the comparison of MCNP and other known classification methods is conducted to verify the validation of MCNP method.
语种	英语
WOS研究方向	Computer Science
WOS类目	Computer Science, Artificial Intelligence ; Computer Science, Information Systems
WOS记录号	WOS:000227493600017
出版者	SPRINGER-VERLAG BERLIN
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/19185
专题	中国科学院数学与系统科学研究院
通讯作者	He, J
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China 2.Chinese Acad Sci, Grad Sch, Beijing 100039, Peoples R China 3.Chinese Acad Sci, Inst Policy & Management, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	He, J,Shi, Y,Xu, WX. Classifications of credit cardholder behavior by using multiple criteria non-linear programming[J]. DATA MINING AND KNOWLEDGE MANAGEMENT,2004,3327:154-163.
APA	He, J,Shi, Y,&Xu, WX.(2004).Classifications of credit cardholder behavior by using multiple criteria non-linear programming.DATA MINING AND KNOWLEDGE MANAGEMENT,3327,154-163.
MLA	He, J,et al."Classifications of credit cardholder behavior by using multiple criteria non-linear programming".DATA MINING AND KNOWLEDGE MANAGEMENT 3327(2004):154-163.