An Application of Data Mining Classification and Bi-Level Programming for Optimal Credit Allocation

Provided by: Growing Science
Topic: Data Management
Format: PDF
In this paper, the authors investigate credit allocation policy making and its effect on economic development using bi-level programming. There are two challenging problems in bi-level credit allocation; at the first level government/public related institutes must allocate the credit strategically concerning sustainable development to regions and industrial sectors. At the second level, there are agent banks, which should allocate the credit tactically to individual applicants based on their own profitability and risk using their credit scoring models.

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