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A Fuzzy Linear Programming-Based Classification Method

Author

Listed:
  • AIHUA LI

    (School of Management Science and Engineering, Central University of Finance and Economics, Beijing 100080, P. R. China)

  • YONG SHI

    (Fictitious Economics and Data Technology Research Centre, Chinese Academy of Science, Beijing 100081, P. R. China;
    College of Information Science and Technology, University of Nebraska, NE 68182, USA)

  • JING HE

    (Centre for Applied Informatics, Victoria University, Melbourne City MC, VIC 8001, Australia;
    Fictitious Economics and Data Technology Research Centre, Chinese Academy of Science, Beijing 100081, P. R. China)

  • YANCHUN ZHANG

    (Centre for Applied Informatics, Victoria University, Melbourne City MC, VIC 8001, Australia;
    Fictitious Economics and Data Technology Research Centre, Chinese Academy of Science, Beijing 100081, P. R. China)

Abstract

Multiple criteria linear programming and multiple criteria quadratic programming classification models have been applied in some field in financial risk analysis and credit risk control such as credit cardholders' behavior analysis. In this paper, a fuzzy linear programming classification method with soft constraints and criteria was proposed based on the previous findings from other researchers. In this method, the satisfied result can be obtained through selecting constraint and criteria boundary variabledi*, respectively. A general framework of this method is also constructed. Two real-life datasets, one from a major USA bank and the other from a database of KDD 99, are used to test the accurate rate of the proposed method. And the result shows the feasibility of this method.

Suggested Citation

  • Aihua Li & Yong Shi & Jing He & Yanchun Zhang, 2011. "A Fuzzy Linear Programming-Based Classification Method," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 10(06), pages 1161-1174.
    • Handle: RePEc:wsi:ijitdm:v:10:y:2011:i:06:n:s0219622011004750
    DOI: 10.1142/S0219622011004750
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