Classifications of credit cardholder behavior by using fuzzy linear programming

CORC > 科技战略咨询研究院 > 中国科学院科技战略咨询研究院 > 中国科学院科技政策与管理科学研究所(1985年6月-2016年1月19日)

	Classifications of credit cardholder behavior by using fuzzy linear programming
	He, J; Liu, XT; Shi, Y; Xu, WX; Yan, N
刊名	INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING
	2004
卷号	3 期号:4 页码:18,633-650
关键词	Data Mining Classification Fuzzy Linear Programming Satisfying Solution Credit Card Bankruptcy
ISSN号	0219-6220
英文摘要	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.
学科主题	Computer Science ; Artificial Intelligence ; Information Systems ; Interdisciplinary Applications ; Computer Science ; Computer Science ; Operations Research & Management Science
语种	英语
WOS记录号	WOS:000225842700008
公开日期	2012-11-12
内容类型	期刊论文
源URL	[http://ir.casipm.ac.cn/handle/190111/5055]
专题	科技战略咨询研究院_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)
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):18,633-650.
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),18,633-650.
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):18,633-650.