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

页码：2129 / +

页数：2

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