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| Classifications of credit cardholder behavior by using multiple criteria non-linear programming | |
| He, J; Shi, Y; Xu, WX | |
| Source Publication | DATA MINING AND KNOWLEDGE MANAGEMENT
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| Abstract | 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. |
| 2004 | |
| Volume | 3327Issue:1Pages:10,154-163 |
| ISSN | 0302-9743 |
| Subject Area | Computer Science ; Information Systems ; Artificial Intelligence ; Computer Science |
| Indexed By | SCI |
| Language | 英语 |
| WOS ID | WOS:000227493600017 |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.casisd.cn/handle/190111/5177 |
| Collection | 中国科学院科技政策与管理科学研究所(1985年6月-2015年12月) |
| Recommended Citation 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(1):10,154-163. |
| 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(1),10,154-163. |
| MLA | He, J,et al."Classifications of credit cardholder behavior by using multiple criteria non-linear programming".DATA MINING AND KNOWLEDGE MANAGEMENT 3327.1(2004):10,154-163. |
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