A Multi-criteria Convex Quadratic Programming model for credit data analysis Export

@article{citeulike:2327727, abstract = {Speed and scalability are two essential issues in data mining and knowledge discovery. This paper proposed a mathematical programming model that addresses these two issues and applied the model to Credit Classification Problems. The proposed Multi-criteria Convex Quadric Programming (MCQP) model is highly efficient (computing time complexity O(n1.5-2)) and scalable to massive problems (size of O(109)) because it only needs to solve linear equations to find the global optimal solution. Kernel functions were introduced to the model to solve nonlinear problems. In addition, the theoretical relationship between the proposed MCQP model and SVM was discussed.}, author = {Peng, Yi and Kou, Gang and Shi, Yong and Chen, Zhengxin}, citeulike-article-id = {2327727}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/j.dss.2007.12.001}, citeulike-linkout-1 = {http://www.sciencedirect.com/science/article/B6V8S-4R9GGMJ-2/2/bd7e4ac205b0e7b3caf3fd9347a12cc8}, doi = {10.1016/j.dss.2007.12.001}, journal = {Decision Support Systems}, keywords = {classification, optimization}, month = {March}, number = {4}, pages = {1016--1030}, posted-at = {2008-02-04 00:27:16}, priority = {3}, title = {A Multi-criteria Convex Quadratic Programming model for credit data analysis}, url = {http://dx.doi.org/10.1016/j.dss.2007.12.001}, volume = {44}, year = {2008} }

TY - JOUR ID - citeulike:2327727 L3 - citeulike-article-id:2327727 N2 - Speed and scalability are two essential issues in data mining and knowledge discovery. This paper proposed a mathematical programming model that addresses these two issues and applied the model to Credit Classification Problems. The proposed Multi-criteria Convex Quadric Programming (MCQP) model is highly efficient (computing time complexity O(n1.5-2)) and scalable to massive problems (size of O(109)) because it only needs to solve linear equations to find the global optimal solution. Kernel functions were introduced to the model to solve nonlinear problems. In addition, the theoretical relationship between the proposed MCQP model and SVM was discussed. IS - 4 JF - Decision Support Systems EP - 1030 TI - A Multi-criteria Convex Quadratic Programming model for credit data analysis VL - 44 SP - 1016 KW - classification KW - optimization AU - Peng, Yi AU - Kou, Gang AU - Shi, Yong AU - Chen, Zhengxin PY - 2008/03// UR - http://dx.doi.org/10.1016/j.dss.2007.12.001 ER -