A Multi-objective Approach for the Prediction of Loan Defaults

被引：0
|
作者：
Odeh, Oluwarotimi [1 ]
Koduru, Praveen [2 ]
Das, Sanjoy [2 ]
Featherstone, Allen M. [1 ]
Welch, Stephen M. [3 ]
机构：
[1] Kansas State Univ, Dept Agr Econ, Manhattan, KS 66506 USA
[2] Kansas State Univ, Elect & Comp Engn, Manhattan, KS 66506 USA
[3] Kansas State Univ, Dept Agron, Manhattan, KS 66506 USA
来源：
GECCO 2007: GENETIC AND EVOLUTIONARY COMPUTATION CONFERENCE, VOL 1 AND 2 | 2007年
关键词：
Multi-objective optimization; Fuzzy Inference; Loan default; Prediction;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Credit institutions Lire seldom raced with problems dealing with single objectives. Often, decisions involving optimizing two or more competing goals simultaneously need to be made, and conventional optimization routines and models are incapable of handling the problems, This Study applies Fuzzy dominance based Simplex Genetic Algorithm (a multi-objective evolutionary optimization algorithm) in generating decision rules for predicting loan default in a typical credit institution.
引用
收藏
页码：2129 / +
页数：2
相关论文
共 50 条
  • [1] A multi-objective approach for the prediction of loan defaults
    Odeh, Oluwarotimi
    Koduru, Praveen
    Featherstone, Allen
    Das, Sanjoy
    Welch, Stephen M.
    EXPERT SYSTEMS WITH APPLICATIONS, 2011, 38 (07) : 8850 - 8857
  • [2] A federated learning based approach for loan defaults prediction
    Shingi, Geet
    20TH IEEE INTERNATIONAL CONFERENCE ON DATA MINING WORKSHOPS (ICDMW 2020), 2020, : 362 - 368
  • [3] Multi-Objective Approach for Protein Structure Prediction
    Sudha, S.
    Baskar, S.
    Krishnaswamy, S.
    SWARM, EVOLUTIONARY, AND MEMETIC COMPUTING, PT II (SEMCCO 2013), 2013, 8298 : 511 - +
  • [4] A multi-objective approach for the protein structure prediction problem
    Aliaga-Rojas, Sebastian
    Villalobos-Cid, Manuel
    Dorn, Marcio
    Inostroza-Ponta, Mario
    2021 40TH INTERNATIONAL CONFERENCE OF THE CHILEAN COMPUTER SCIENCE SOCIETY (SCCC), 2021,
  • [5] A Multi-direction Prediction Approach for Dynamic Multi-objective Optimization
    Rong, Miao
    Gong, Dun-wei
    Zhang, Yong
    INTELLIGENT COMPUTING METHODOLOGIES, ICIC 2016, PT III, 2016, 9773 : 629 - 636
  • [6] Loan defaults and hazard models for bankruptcy prediction
    Foster, Benjamin P.
    Zurada, Jozef
    MANAGERIAL AUDITING JOURNAL, 2013, 28 (06) : 516 - 541
  • [7] A Multi-objective Data Mining Approach for Road Traffic Prediction
    Kalamaras, Ilias
    Drosou, Anastasios
    Votis, Konstantinos
    Kehagias, Dionysios
    Tzovaras, Dimitrios
    ARTIFICIAL INTELLIGENCE APPLICATIONS AND INNOVATIONS, AIAI 2018, 2018, 519 : 425 - 436
  • [8] A multi-objective evolutionary approach to the protein structure prediction problem
    Cutello, V
    Narzisi, G
    Nicosia, G
    JOURNAL OF THE ROYAL SOCIETY INTERFACE, 2006, 3 (06) : 139 - 151
  • [9] Feature Selection for Bankruptcy Prediction: A Multi-Objective Optimization Approach
    Mendes, Fernando
    Duarte, Joao
    Vieira, Armando
    Gaspar-Cunha, Antonio
    SOFT COMPUTING IN INDUSTRIAL APPLICATIONS - ALGORITHMS, INTEGRATION, AND SUCCESS STORIES, 2010, 75 : 109 - +
  • [10] A multi-objective decision-making method for loan portfolio
    Guo, ZQ
    Zhou, ZF
    PROCEEDINGS OF THE 2004 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING, VOLS 1 AND 2, 2004, : 1943 - 1948
12345