Authors
Kukartsev V.
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Degree
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PhD in Technical Sciences, Associate Professor, Siberian State University of Science and Technology, Siberian Federal University |
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E-mail
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vlad_saa_2000@mail.ru |
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Location
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Krasnoyarsk |
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Articles
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Application of modified genetic algorithm for solving the ask of formation credit portfolioOne of the main activity of a commercial bank is the issuance of loans. Loan applications to the
bank can be received very much. They are processed in special departments and evaluated for the ability
of the borrower to fulfill its obligations. Since the bank allocates a limited amount of cash for issuing
loans and sets the framework for allowable losses from the estimated income, a certain number
of applications must be rejected. The question is how to create a list of approved applications in
order to get as much revenue as possible and meet the above limitations. This paper deals with this
problem. Since it has a higher dimension, it is proposed to use a modified genetic algorithm to solve
it. The modifications were made to the initial population formation operator and the new generation
operator. The initial population is not generated randomly, but by a certain algorithm within acceptable
limits. And in the formation of a new generation, it is replenished by individuals from the array
of the best solutions in the event that the algorithm stagnates. Software was developed using this algorithm
to solve the problem. The operation of the algorithm was investigated and it was revealed at
what values of the parameters of the algorithm, it shows better results.
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