Abstract

Credit card customer classification is an important part of credit card customer management, which is also the key of risk control. As an effective approach, MCLP (multi-criteria linear programming) model has been applied to credit card customer classification successfully. Here, b is an important parameter in MCLP model which is decided by decision makers during the classification process. How the parameter affects the classification accuracy in the MCLP model is an important problem. Thus, sensitivity analysis of b is analyzed in the paper for credit card-holders classification. And credit card-holders’ datasets are selected for experiments. The experiment results show that b equals to zero is the best choice for this problem.

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