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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
Source PublicationINTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING
ISSN0219-6220
Volume3Issue:4Pages:633-650
AbstractBehavior 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.
Keyworddata mining classification fuzzy linear programming satisfying solution credit card bankruptcy
Language英语
WOS Research AreaComputer Science ; Operations Research & Management Science
WOS SubjectComputer Science, Artificial Intelligence ; Computer Science, Information Systems ; Computer Science, Interdisciplinary Applications ; Operations Research & Management Science
WOS IDWOS:000225842700008
PublisherWORLD SCIENTIFIC PUBL CO PTE LTD
Citation statistics
Cited Times:43[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/19529
Collection中国科学院数学与系统科学研究院
Affiliation1.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
Recommended Citation
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.
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