An evolution strategy-based multiple kernels multi-criteria programming approach: The case of credit decision making

Credit risk analysis has long attracted a great deal of attention from both academic researchers and practitioners. However, because of the recent financial crisis, this field continues to draw ever increasingly attention. A multiple kernels multi-criteria programming approach based on evolution strategy (ES-MK-MCP) is proposed for credit decision making in this study. We introduce a linear combination of kernel functions to enhance the...