A New Multi-criteria Convex Quadratic Programming Model for Credit Analysis

DOI10.1007/11758549_67MaRDI QIDQ5301481zbMATH OpenOpenAlexFDO

Authors Gang Kou, Yi Peng, Yong Shi, Zhengxin Chen

Publication date 20 January 2009

Published in Computational Science – ICCS 2006 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/11758549_67

zbMATH Keywords

classificationmathematical programmingmulti-criteria decision makingcredit analysis

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Multi-objective and goal programming (90C29) Dynamic programming (90C39)

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Cited in

(5)

• scientific article; zbMATH DE number 6263686 (Why is no real title available?)
• CMARS and GAM \& CQP-modern optimization methods applied to international credit default prediction
• Several multi-criteria programming methods for classification
• AN EFFICIENT ALGORITHM FOR SOLVING A QUADRATIC PROGRAMMING MODEL WITH APPLICATION IN CREDIT CARD HOLDERS' BEHAVIOR
• The new robust conic GPLM method with an application to finance: prediction of credit default

Describes a project that uses

Uses Software

• LINGO
• LIBSVM
• SVMlight
• UCI
• Matlab

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