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Domain-driven classification based on multiple criteria and multiple constraint-level programming for intelligent credit scoring
journal contribution
posted on 2010-06-01, 00:00 authored by J He, Y Zhang, Y Shi, Guangyan HuangGuangyan HuangExtracting knowledge from the transaction records and the personal data of credit card holders has great profit potential for the banking industry. The challenge is to detect/predict bankrupts and to keep and recruit the profitable customers. However, grouping and targeting credit card customers by traditional data-driven mining often does not directly meet the needs of the banking industry, because data-driven mining automatically generates classification outputs that are imprecise, meaningless, and beyond users' control. In this paper, we provide a novel domain-driven classification method that takes advantage of multiple criteria and multiple constraint-level programming for intelligent credit scoring. The method involves credit scoring to produce a set of customers' scores that allows the classification results actionable and controllable by human interaction during the scoring process. Domain knowledge and experts' experience parameters are built into the criteria and constraint functions of mathematical programming and the human and machine conversation is employed to generate an efficient and precise solution. Experiments based on various data sets validated the effectiveness and efficiency of the proposed methods.
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Journal
IEEE transactions on knowledge and data engineeringVolume
22Issue
6Pagination
826 - 838Publisher
SpringerLocation
Berlin, GermanyPublisher DOI
ISSN
1041-4347eISSN
1558-2191Language
engPublication classification
C Journal article; C1.1 Refereed article in a scholarly journalCopyright notice
2010, SpringerUsage metrics
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