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This paper derives a model for the profitability of credit cards, which allow lenders to find the optimal dynamic credit limit policy. The model is a Markov decision process, where the states of the system are based on the borrower's behavioural score and the decisions are what credit limit to give the borrower each period. In determining the Markov chain(More)
– In this paper, the author proposed a data collaborative work flow model with the support of web services. Nowadays, many E-Commerce businesses are relying on the data transmitted between businesses or their customers. In order to get the best value of data, the way of processing data is critical. So the author proposed a data collaborative work flow model(More)
In this paper, we develop a semi-supervised regression algorithm to analyze data sets which contain both categorical and numerical attributes. This algorithm partitions the data sets into several clusters and at the same time fits a multivariate regression model to each cluster. This framework allows one to incorporate both multivariate regression models(More)
One approach to modelling Loss Given Default (LGD), the percentage of the defaulted amount of a loan that a lender will eventually lose is to model the collections process. This is particularly relevant for unsecured consumer loans where LGD depends both on a defaulter’s ability and willingness to repay and the lender’s collection strategy. When repaying(More)
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