{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,12]],"date-time":"2026-08-12T20:13:19Z","timestamp":1786565599099,"version":"build-2736575974"},"reference-count":55,"publisher":"Springer Science and Business Media LLC","issue":"9","license":[{"start":{"date-parts":[[2017,12,2]],"date-time":"2017-12-02T00:00:00Z","timestamp":1512172800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100008279","name":"Ludong University","doi-asserted-by":"publisher","award":["LY2010013"],"award-info":[{"award-number":["LY2010013"]}],"id":[{"id":"10.13039\/501100008279","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100007129","name":"Natural Science Foundation of Shandong Province","doi-asserted-by":"publisher","award":["ZR2012FL13"],"award-info":[{"award-number":["ZR2012FL13"]}],"id":[{"id":"10.13039\/501100007129","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100007129","name":"Natural Science Foundation of Shandong Province","doi-asserted-by":"publisher","award":["ZR2016FM15"],"award-info":[{"award-number":["ZR2016FM15"]}],"id":[{"id":"10.13039\/501100007129","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Soft Comput"],"published-print":{"date-parts":[[2019,5]]},"DOI":"10.1007\/s00500-017-2953-4","type":"journal-article","created":{"date-parts":[[2017,12,2]],"date-time":"2017-12-02T05:09:06Z","timestamp":1512191346000},"page":"3053-3066","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":24,"title":["Sparse multi-criteria optimization classifier for credit risk evaluation"],"prefix":"10.1007","volume":"23","author":[{"given":"Zhiwang","family":"Zhang","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Jing","family":"He","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Guangxia","family":"Gao","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Yingjie","family":"Tian","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2017,12,2]]},"reference":[{"key":"2953_CR1","volume-title":"Introduction to machine learning","author":"E Alpaydin","year":"2010","unstructured":"Alpaydin E (2010) Introduction to machine learning, 2nd edn. MIT Press, London","edition":"2"},{"key":"2953_CR2","doi-asserted-by":"crossref","unstructured":"Baesens B, Egmont-Petersen M, Castelo R, Vanthienen J (2002) Learning Bayesian network classifiers for credit scoring using markov chain Monte Carlo search. In: 16th international conference on pattern recognition (ICPR\u201902), vol 3, pp 49\u201352","DOI":"10.1109\/ICPR.2002.1047792"},{"key":"2953_CR3","unstructured":"Bastos J (2008) Credit scoring with boosted decision trees. Online at http:\/\/mpra.ub.uni-muenchen.de\/8034\/ MPRA Paper No. 8034"},{"issue":"1","key":"2953_CR4","doi-asserted-by":"publisher","first-page":"20","DOI":"10.1016\/j.rdf.2014.03.002","volume":"4","author":"HA Bekhet","year":"2014","unstructured":"Bekhet HA, Eletter SFK (2014) Credit risk assessment model for Jordanian commercial banks: neural scoring approach. Rev Dev Finance 4(1):20\u201328","journal-title":"Rev Dev Finance"},{"issue":"2","key":"2953_CR5","doi-asserted-by":"publisher","first-page":"3302","DOI":"10.1016\/j.eswa.2008.01.005","volume":"36","author":"T Bellotti","year":"2009","unstructured":"Bellotti T, Crook J (2009) Support vector machines for credit scoring and discovery of significant features. Expert Syst Appl 36(2):3302\u20133308","journal-title":"Expert Syst Appl"},{"key":"2953_CR6","unstructured":"Bolton C (2009) Logistic regression and its application in credit scoring. Dissertation, University of Pretoria"},{"issue":"4","key":"2953_CR7","doi-asserted-by":"publisher","first-page":"981","DOI":"10.1016\/j.csda.2011.06.036","volume":"56","author":"A Capotorti","year":"2012","unstructured":"Capotorti A, Barbanera E (2012) Credit scoring analysis using a fuzzy probabilistic rough set model. Comput Stat Data Anal 56(4):981\u2013994","journal-title":"Comput Stat Data Anal"},{"key":"2953_CR8","doi-asserted-by":"publisher","first-page":"174","DOI":"10.1016\/j.jtbi.2010.10.021","volume":"269","author":"R Chen","year":"2011","unstructured":"Chen R, Zhang Z, Wu D, Zhang P, Zhang X, Wang Y, Shi Y (2011) Prediction of protein interaction hot spots using rough set-based multiple criteria linear programming. J Theor Biol 269:174\u2013180","journal-title":"J Theor Biol"},{"key":"2953_CR9","first-page":"273","volume":"20","author":"C Cortes","year":"1995","unstructured":"Cortes C, Vapnik V (1995) Support vector networks. Mach Learn 20:273\u2013297","journal-title":"Mach Learn"},{"key":"2953_CR10","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511801389","volume-title":"An introduction to support vector machines and other kernel-based learning methods","author":"N Cristianini","year":"2000","unstructured":"Cristianini N, Shawe-Taylor J (2000) An introduction to support vector machines and other kernel-based learning methods. Cambridge University Press, Cambridge"},{"issue":"6","key":"2953_CR11","doi-asserted-by":"publisher","first-page":"3194","DOI":"10.1016\/j.eswa.2014.12.001","volume":"42","author":"P Danenas","year":"2015","unstructured":"Danenas P, Garsva G (2015) Selection of support vector machines based classifiers for credit risk domain. Expert Syst Appl 42(6):3194\u20133204","journal-title":"Expert Syst Appl"},{"key":"2953_CR12","doi-asserted-by":"publisher","first-page":"407","DOI":"10.1214\/009053604000000067","volume":"32","author":"B Efron","year":"2004","unstructured":"Efron B, Hastie T, Johnstone I, Tibshirani R (2004) Least angle regression. Ann Stat 32:407\u2013499","journal-title":"Ann Stat"},{"key":"2953_CR13","doi-asserted-by":"publisher","first-page":"861","DOI":"10.1016\/j.patrec.2005.10.010","volume":"27","author":"T Fawcett","year":"2006","unstructured":"Fawcett T (2006) An introduction to ROC analysis. Pattern Recogn Lett 27:861\u2013874","journal-title":"Pattern Recogn Lett"},{"key":"2953_CR14","doi-asserted-by":"publisher","first-page":"44","DOI":"10.1016\/0377-2217(81)90048-5","volume":"7","author":"N Freed","year":"1981","unstructured":"Freed N, Glover F (1981) Simple but powerful goal programming models for discriminant problems. Eur J Oper Res 7:44\u201360","journal-title":"Eur J Oper Res"},{"key":"2953_CR15","doi-asserted-by":"publisher","first-page":"29","DOI":"10.1016\/j.csl.2016.01.005","volume":"39","author":"G Gao","year":"2016","unstructured":"Gao G, Zhang Z (2016) Prediction of Chinese word-formation patterns using the layer-weighted semantic graph-based KFP-MCO classifier. Comput Speech Lang 39:29\u201346","journal-title":"Comput Speech Lang"},{"key":"2953_CR16","first-page":"73","volume":"2","author":"TV Gestel","year":"2003","unstructured":"Gestel TV, Baesens B, Garcia J, Dijcke PV (2003) A support vector machine approach to credit scoring. Bank en Financiewezen 2:73\u201382","journal-title":"Bank en Financiewezen"},{"key":"2953_CR17","doi-asserted-by":"publisher","first-page":"771","DOI":"10.1111\/j.1540-5915.1990.tb01249.x","volume":"21","author":"F Glover","year":"1990","unstructured":"Glover F (1990) Improved linear programming models for discriminant analysis. Decis Sci 21:771\u2013785","journal-title":"Decis Sci"},{"key":"2953_CR18","first-page":"1157","volume":"3","author":"I Guyon","year":"2003","unstructured":"Guyon I, Elissee A (2003) An introduction to variable and feature selection. J Mach Learn Res 3:1157\u20131182","journal-title":"J Mach Learn Res"},{"key":"2953_CR19","doi-asserted-by":"publisher","DOI":"10.1002\/9780470503065","volume-title":"Knowledge discovery with support vector machines","author":"L Hamel","year":"2009","unstructured":"Hamel L (2009) Knowledge discovery with support vector machines. Wiley, Hoboken"},{"key":"2953_CR20","first-page":"77","volume":"1","author":"WE Henley","year":"1996","unstructured":"Henley WE, Hand DJ (1996) A k-nearest-neighbor classifier for assessing consumer credit risk. Stat 1:77\u201395","journal-title":"Stat"},{"key":"2953_CR21","doi-asserted-by":"publisher","DOI":"10.1002\/9781118548387","volume-title":"Applied logistic regression","author":"DW Hosmer Jr","year":"2013","unstructured":"Hosmer DW Jr, Lemeshow S, Sturdivant Rodney X (2013) Applied logistic regression. Wiley, New York"},{"key":"2953_CR22","doi-asserted-by":"publisher","first-page":"847","DOI":"10.1016\/j.eswa.2006.07.007","volume":"33","author":"C Huang","year":"2007","unstructured":"Huang C, Chen M, Wang C (2007) Credit scoring with a data mining approach based on support vector machines. Expert Syst Appl 33:847\u2013856","journal-title":"Expert Syst Appl"},{"issue":"9","key":"2953_CR23","doi-asserted-by":"publisher","first-page":"11402","DOI":"10.1016\/j.eswa.2009.01.076","volume":"36","author":"AA Hussein","year":"2009","unstructured":"Hussein AA (2009) Genetic programming for credit scoring: the case of Egyptian public sector banks. Expert Syst Appl 36(9):11402\u201311417","journal-title":"Expert Syst Appl"},{"issue":"6","key":"2953_CR24","doi-asserted-by":"publisher","first-page":"15","DOI":"10.1108\/eb013696","volume":"18","author":"HL Jensen","year":"1992","unstructured":"Jensen HL (1992) Using neural networks for credit scoring. Managerial Finance 18(6):15\u201326","journal-title":"Managerial Finance"},{"key":"2953_CR25","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4419-1742-3","volume-title":"Logistic regression: a self-learning text","author":"DG Kleinbaum","year":"2010","unstructured":"Kleinbaum DG, Klein M (2010) Logistic regression: a self-learning text. Springer, New York"},{"issue":"2","key":"2953_CR26","first-page":"115","volume":"7","author":"A Lahsasna","year":"2010","unstructured":"Lahsasna A, Ainon RN, The YW (2010) Credit scoring models using soft computing methods: a survey. Int Arab J Inf Technol 7(2):115\u2013123","journal-title":"Int Arab J Inf Technol"},{"key":"2953_CR27","doi-asserted-by":"crossref","DOI":"10.1515\/9781400829194","volume-title":"Credit risk modeling: theory and applications","author":"D Lando","year":"2004","unstructured":"Lando D (2004) Credit risk modeling: theory and applications. Princeton University Press, Princeton"},{"key":"2953_CR28","volume-title":"Computational methods of feature selection","author":"H Liu","year":"2008","unstructured":"Liu H, Motoda H (2008) Computational methods of feature selection. CRC Press, Boca Raton"},{"issue":"1","key":"2953_CR29","doi-asserted-by":"publisher","first-page":"202","DOI":"10.1016\/j.ejor.2014.08.008","volume":"241","author":"F Liu","year":"2015","unstructured":"Liu F, Hua Z, Lim A (2015) Identifying future defaulters: a hierarchical Bayesian method. Eur J Oper Res 241(1):202\u2013211","journal-title":"Eur J Oper Res"},{"issue":"2","key":"2953_CR30","doi-asserted-by":"publisher","first-page":"279","DOI":"10.1007\/s10898-007-9242-1","volume":"42","author":"Y Marinakis","year":"2008","unstructured":"Marinakis Y, Marinaki M, Doumpos M, Matsatsinis N, Zopounidis C (2008) Optimization of nearest neighbor classifiers via metaheuristic algorithms for credit risk assessment. J Glob Optim 42(2):279\u2013293","journal-title":"J Glob Optim"},{"key":"2953_CR31","doi-asserted-by":"publisher","first-page":"1466","DOI":"10.1016\/j.ejor.2006.04.051","volume":"183","author":"D Martens","year":"2007","unstructured":"Martens D, Baesens B, Van Gestel T, Vanthienen J (2007) Comprehensible credit scoring models using rule extraction from support vector machines. Eur J Oper Res 183:1466\u20131476","journal-title":"Eur J Oper Res"},{"issue":"15","key":"2953_CR32","doi-asserted-by":"publisher","first-page":"5932","DOI":"10.1016\/j.eswa.2013.05.022","volume":"40","author":"N Nebojsa","year":"2013","unstructured":"Nebojsa N, Nevenka Z, Djordje S, Iva J (2013) The application of brute force logistic regression to corporate credit scoring models: evidence from Serbian financial statements. Expert Syst Appl 40(15):5932\u20135944","journal-title":"Expert Syst Appl"},{"issue":"1","key":"2953_CR33","doi-asserted-by":"publisher","first-page":"41","DOI":"10.1016\/j.eswa.2005.01.003","volume":"29","author":"C-S Ong","year":"2005","unstructured":"Ong C-S, Huang J-J, Tzeng G-H (2005) Building credit scoring models using genetic programming. Expert Syst Appl 29(1):41\u201347","journal-title":"Expert Syst Appl"},{"issue":"4","key":"2953_CR34","doi-asserted-by":"publisher","first-page":"2052","DOI":"10.1016\/j.eswa.2013.09.004","volume":"41","author":"S Oreski","year":"2014","unstructured":"Oreski S, Oreski G (2014) Genetic algorithm-based heuristic for feature selection in credit risk assessment. Expert Syst Appl 41(4):2052\u20132064","journal-title":"Expert Syst Appl"},{"issue":"4","key":"2953_CR35","first-page":"326","volume":"25","author":"T Pavlenko","year":"2010","unstructured":"Pavlenko T, Chernyak O (2010) Credit risk modeling using Bayesian networks. Int J Intell Syst 25(4):326\u2013344","journal-title":"Int J Intell Syst"},{"key":"2953_CR36","volume-title":"The credit scoring toolkit: theory and practice for retail credit risk management and decision automation","author":"A Raymond","year":"2007","unstructured":"Raymond A (2007) The credit scoring toolkit: theory and practice for retail credit risk management and decision automation. Oxford University Press, Oxford"},{"issue":"1","key":"2953_CR37","doi-asserted-by":"crossref","first-page":"267","DOI":"10.1111\/j.2517-6161.1996.tb02080.x","volume":"58","author":"T Robert","year":"1996","unstructured":"Robert T (1996) Regression shrinkage and selection via the Lasso. J R Stat Soc Ser B 58(1):267\u2013288","journal-title":"J R Stat Soc Ser B"},{"key":"2953_CR38","doi-asserted-by":"crossref","unstructured":"Schebesch KB, Stecking R (2005) Support vector machines for credit scoring: extension to non standard cases. In: Innovations in classification, data science, and information systems, pp 498\u2013505","DOI":"10.1007\/3-540-26981-9_57"},{"issue":"3","key":"2953_CR39","doi-asserted-by":"publisher","first-page":"369","DOI":"10.1007\/s10115-009-0268-1","volume":"24","author":"Y Shi","year":"2010","unstructured":"Shi Y (2010) Multiple criteria optimization based data mining methods and applications: a systematic survey. Knowl Inf Syst 24(3):369\u2013391","journal-title":"Knowl Inf Syst"},{"key":"2953_CR40","doi-asserted-by":"publisher","first-page":"427","DOI":"10.1007\/978-3-642-56680-6_39","volume-title":"Advance in multiple criteria decision making in the New Millennium","author":"Y Shi","year":"2001","unstructured":"Shi Y, Wise M, Luo M, Lin Y (2001) Data mining in credit card Portfolio management: a multiple criteria decision making approach. In: Koksalan M, Zionts S (eds) Advance in multiple criteria decision making in the New Millennium. Springer, Berlin, pp 427\u2013436"},{"key":"2953_CR41","volume-title":"Support vector machines for pattern classification","author":"A Shigeo","year":"2010","unstructured":"Shigeo A (2010) Support vector machines for pattern classification, 2nd edn. Springer, Berlin","edition":"2"},{"issue":"4","key":"2953_CR42","doi-asserted-by":"publisher","first-page":"4007","DOI":"10.1016\/j.eswa.2011.09.075","volume":"39","author":"SY Sohn","year":"2012","unstructured":"Sohn SY, Kim JW (2012) Decision tree-based technology credit scoring for start-up firms: Korean case. Expert Syst Appl 39(4):4007\u20134012","journal-title":"Expert Syst Appl"},{"key":"2953_CR43","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-45620-0","volume-title":"Feature selection for data and pattern recognition","author":"U Stanczyk","year":"2015","unstructured":"Stanczyk U, Jain LC (2015) Feature selection for data and pattern recognition. Springer, Berlin"},{"key":"2953_CR44","volume-title":"Credit scoring, response modelling and insurance rating: a practical guide to forecasting consumer behaviour","author":"F Steven","year":"2010","unstructured":"Steven F (2010) Credit scoring, response modelling and insurance rating: a practical guide to forecasting consumer behaviour. Palgrave Macmillan, Basingstoke"},{"key":"2953_CR45","doi-asserted-by":"publisher","DOI":"10.1137\/1.9780898718317","volume-title":"Credit scoring and its applications","author":"LC Thomas","year":"2002","unstructured":"Thomas LC, Crook J, Edelman D (2002) Credit scoring and its applications. Society for Industrial Mathematics, Philadelphia"},{"key":"2953_CR46","doi-asserted-by":"publisher","first-page":"91","DOI":"10.1111\/j.1467-9868.2005.00490.x","volume":"67","author":"R Tibshirani","year":"2005","unstructured":"Tibshirani R, Saunders M, Rosset S, Zhu J, Knight K (2005) Sparsity and smoothness via the fused lasso. J R Stat Soc Ser B 67:91\u2013108","journal-title":"J R Stat Soc Ser B"},{"key":"2953_CR47","volume-title":"Statistic learning theory","author":"VN Vapnik","year":"1998","unstructured":"Vapnik VN (1998) Statistic learning theory. Wiley, New York"},{"key":"2953_CR48","doi-asserted-by":"publisher","first-page":"1131","DOI":"10.1016\/S0305-0548(99)00149-5","volume":"27","author":"D West","year":"2000","unstructured":"West D (2000) Neural network credit scoring models. Comput Oper Res 27:1131\u20131152","journal-title":"Comput Oper Res"},{"key":"2953_CR49","doi-asserted-by":"publisher","first-page":"757","DOI":"10.2307\/2330408","volume":"15","author":"JC Wiginton","year":"1980","unstructured":"Wiginton JC (1980) A note on the comparison of logit and discriminant models of consumer credit behaviour. J Financ Quant Anal 15:757\u2013770","journal-title":"J Financ Quant Anal"},{"issue":"5","key":"2953_CR50","doi-asserted-by":"publisher","first-page":"8932","DOI":"10.1016\/j.eswa.2008.11.007","volume":"36","author":"Z Zhang","year":"2009","unstructured":"Zhang Z, Shi Y, Gao G (2009) A rough set-based multiple criteria linear programming approach for the medical diagnosis and prognosis. Expert Syst Appl 36(5):8932\u20138937","journal-title":"Expert Syst Appl"},{"issue":"12","key":"2953_CR51","doi-asserted-by":"publisher","first-page":"7838","DOI":"10.1016\/j.eswa.2010.04.054","volume":"37","author":"D Zhang","year":"2010","unstructured":"Zhang D, Zhou X, Leung SCH, Zheng J (2010) Vertical bagging decision trees model for credit scoring. Expert Syst Appl 37(12):7838\u20137843","journal-title":"Expert Syst Appl"},{"key":"2953_CR52","doi-asserted-by":"publisher","first-page":"115","DOI":"10.1016\/j.asoc.2014.01.014","volume":"18","author":"Z Zhang","year":"2014","unstructured":"Zhang Z, Gao G, Yue J, Duan Y, Shi Y (2014a) Multi-criteria optimization classifier using fuzzification, kernel and penalty factors for predicting protein interaction hot spots. Appl Soft Comput 18:115\u2013125","journal-title":"Appl Soft Comput"},{"key":"2953_CR53","doi-asserted-by":"publisher","first-page":"335","DOI":"10.1016\/j.ejor.2014.01.044","volume":"237","author":"Z Zhang","year":"2014","unstructured":"Zhang Z, Gao G, Shi Y (2014b) Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors. Eur J Oper Res 237:335\u2013348","journal-title":"Eur J Oper Res"},{"key":"2953_CR54","doi-asserted-by":"publisher","first-page":"301","DOI":"10.1016\/j.knosys.2015.07.011","volume":"89","author":"Z Zhang","year":"2015","unstructured":"Zhang Z, Gao G, Tian Y (2015) Multi-kernel multi-criteria optimization classifier with fuzzification and penalty factors for predicting biological activity. Knowl Based Syst 89:301\u2013313","journal-title":"Knowl Based Syst"},{"key":"2953_CR55","doi-asserted-by":"publisher","first-page":"301","DOI":"10.1111\/j.1467-9868.2005.00503.x","volume":"67","author":"H Zou","year":"2005","unstructured":"Zou H, Hastie T (2005) Regularization and variable selection via the elastic net. J R Stat Soc Ser B 67:301\u2013320","journal-title":"J R Stat Soc Ser B"}],"container-title":["Soft Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00500-017-2953-4.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s00500-017-2953-4\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00500-017-2953-4.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,6,29]],"date-time":"2024-06-29T10:09:15Z","timestamp":1719655755000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s00500-017-2953-4"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,12,2]]},"references-count":55,"journal-issue":{"issue":"9","published-print":{"date-parts":[[2019,5]]}},"alternative-id":["2953"],"URL":"https:\/\/doi.org\/10.1007\/s00500-017-2953-4","relation":{},"ISSN":["1432-7643","1433-7479"],"issn-type":[{"value":"1432-7643","type":"print"},{"value":"1433-7479","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,12,2]]},"assertion":[{"value":"2 December 2017","order":1,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}},{"order":1,"name":"Ethics","group":{"name":"EthicsHeading","label":"Compliance with ethical standards"}},{"value":"The authors declare that they have no conflict of interest.","order":2,"name":"Ethics","group":{"name":"EthicsHeading","label":"Conflict of interest"}},{"value":"The article does not contain any studies with human participants or animals performed by any of the authors.","order":3,"name":"Ethics","group":{"name":"EthicsHeading","label":"Ethical approval"}},{"value":"Informed consent was obtained from all individual participants included in the study.","order":4,"name":"Ethics","group":{"name":"EthicsHeading","label":"Informed consent"}}]}}