Using reinforcement learning to optimize the acceptance threshold of a credit scoring model
author
Herasymovych, Mykola
Märka, Karl
Lukason, Oliver
statement of authorship
Mykola Herasymovych, Karl Märka, Oliver Lukason
source
Applied Soft Computing Journal
publisher
Elsevier Ltd
journal volume number month
Vol. 84
year of publication
2019
pages
Art. 105697
url
https://doi.org/10.1016/j.asoc.2019.105697
subject term
krediidireiting
kasum
tehisõpe
klassifitseerimine
algoritmid
keyword
Acceptance threshold
Credit scoring
Cut-off optimization
Profit maximization
Reinforcement learning
ISSN
1568-4946
notes
Bibliogr.: 69 ref
scientific publication
teaduspublikatsioon
classifier
1.1
Scopus
Journal metrics at Scopus
Article at Scopus
WOS
Journal metrics at WOS
Article at WOS
category (general)
Computer science
en
Arvutiteadus
et
category (sub)
Computer science. Software
en
Arvutiteadus. Tarkvara
et
kvartiil
Q1
TTÜ department
keemia ja biotehnoloogia instituut
language
inglise