An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring

doi:10.1016/j.ejor.2007.11.025

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	An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring
	Yu, Lean 1,2; Wang, Shouyang 1; Lai, Kin Keung 2
	2009-06-16
发表期刊	EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
ISSN	0377-2217
卷号	195 期号:3 页码:942-959
摘要	Credit risk analysis is an active research area in financial risk management and credit scoring is one of the key analytical techniques in credit risk evaluation. In this study, a novel intelligent-agent-based fuzzy group decision making (GDM) model is proposed as an effective multicriteria decision analysis (MCDA) tool for credit risk evaluation. In this proposed model, some artificial intelligent techniques, which are used as intelligent agents, are first used to analyze and evaluate the risk levels of credit applicants over a set of pre-defined criteria. Then these evaluation results, generated by different intelligent agents, are fuzzified into some fuzzy opinions on credit risk level of applicants. Finally, these fuzzification opinions are aggregated into a group consensus and meantime the fuzzy aggregated consensus is defuzzified into a crisp aggregated value to support final decision for decision-makers of credit-granting institutions. For illustration and verification purposes, a simple numerical example and three real-world credit application approval datasets are presented. (C) 2007 Elsevier B.V. All rights reserved.
关键词	Multicriteria decision analysis Fuzzy group decision making Intelligent agent Credit scoring Artificial intelligence
DOI	10.1016/j.ejor.2007.11.025
语种	英语
WOS研究方向	Business & Economics ; Operations Research & Management Science
WOS类目	Management ; Operations Research & Management Science
WOS记录号	WOS:000261941400028
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/8578
专题	中国科学院数学与系统科学研究院
通讯作者	Yu, Lean
作者单位	1.Chinese Acad Sci, Inst Syst Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Yu, Lean,Wang, Shouyang,Lai, Kin Keung. An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring[J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,2009,195(3):942-959.
APA	Yu, Lean,Wang, Shouyang,&Lai, Kin Keung.(2009).An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,195(3),942-959.
MLA	Yu, Lean,et al."An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring".EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 195.3(2009):942-959.