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 the fast development of financial products and services, bank’s credit departments collected large amounts of data, which risk analysts use to build appropriate credit scoring models to evaluate an applicant’s credit risk accurately. One of these models is the Multi-Criteria...