Classifications of credit cardholder behavior by using fuzzy linear programming

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	Classifications of credit cardholder behavior by using fuzzy linear programming
	He, J ; Liu, XT ; Shi, Y ; Xu, WX ; Yan, N
	2004-12-01
发表期刊	INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING
ISSN	0219-6220
卷号	3 期号:4 页码:633-650
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 real-life practice, statistics and neural networks are the major players to calculate such a score system for prediction. Recently, various multiple linear programming-based classification methods have been promoted for analyzing credit cardholders' behaviors. As a continuation of this research direction, this paper proposes a heuristic classification method by using the fuzzy linear programming (FLP) to discover the bankruptcy patterns of credit cardholders. Instead of identifying a compromise solution for the separation of credit cardholder behaviors, this approach classifies the credit cardholder behaviors by seeking a fuzzy (satisfying) solution obtained from a fuzzy linear program.In this paper, a real-life credit database from a major US bank is used for empirical study which is compared with the results of known multiple linear programming approaches.
关键词	data mining classification fuzzy linear programming satisfying solution credit card bankruptcy
语种	英语
WOS研究方向	Computer Science ; Operations Research & Management Science
WOS类目	Computer Science, Artificial Intelligence ; Computer Science, Information Systems ; Computer Science, Interdisciplinary Applications ; Operations Research & Management Science
WOS记录号	WOS:000225842700008
出版者	WORLD SCIENTIFIC PUBL CO PTE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/19529
专题	中国科学院数学与系统科学研究院
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, Acad Math & Syst Sci, Inst Syst Sci, Beijing 100080, Peoples R China 3.SW Petr Inst, Sch Business Adm, Chengdu 610500, Sichuan, Peoples R China 4.Chinese Acad Sci, Inst Policy & Management, Beijing 100080, Peoples R China 5.Univ Nebraska, Coll Informat Sci & Technol, Omaha, NE 68182 USA
推荐引用方式 GB/T 7714	He, J,Liu, XT,Shi, Y,et al. Classifications of credit cardholder behavior by using fuzzy linear programming[J]. INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING,2004,3(4):633-650.
APA	He, J,Liu, XT,Shi, Y,Xu, WX,&Yan, N.(2004).Classifications of credit cardholder behavior by using fuzzy linear programming.INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING,3(4),633-650.
MLA	He, J,et al."Classifications of credit cardholder behavior by using fuzzy linear programming".INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING 3.4(2004):633-650.