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

DOI10.1007/11758549_67zbMATH Open1157.90525OpenAlexW1488292635MaRDI QIDQ5301481FDOQ5301481

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

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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)

Cited In (5)

• Title not available (Why is that?)
• 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

Uses Software

• Matlab
• UCI-ml
• SVMlight
• LIBSVM
• LINGO

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