You are using an outdated browser Internet Explorer. It does not support some functions of the site.

Recommend that you install one of the following browsers: Firefox, Opera or Chrome.


+7 961 270-60-01

  • Genetic algorithm for forming an optimal set of policies for dealing with contracts of arrears portfolio

    The article is devoted to the problem of forming a set of corrective measures to deal with a set of the bank's arrears contracts. The problem at hand is topical practically for each bank. Formed set of measures should be adapted to the time and resource capacity of the employees of bank's specialized subdivision, to the predicted effectiveness of the measures and to the requirements of the bank's policy of customer loyalty. The proposed method of solving the problem of managing the contracts of arrears portfolio is based on a multi-criteria optimization model. Multicriteria is explained by the need to consider various criteria of efficiency and predicted effectiveness of the formed set of corrective measures. In order to find the optimal solution for the multi-criteria task, a special genetic algorithm is developed. The algorithm forms a set of non-dominant alternative solutions, which can be chosen by a decision maker. The article gives a brief description of the main steps of the proposed genetic algorithm and computational experiment on the basis of the developed software.

    Keywords: Key words: arrears portfolio, multi-criteria optimization model, set of corrective measures, genetic algorithm, set of Pareto-optimal solutions