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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
journal volume number month
Vol. 84
year of publication
pages
Art. 105697
url
ISSN
1568-4946
notes
Bibliogr.: 69 ref
scientific publication
teaduspublikatsioon
language
inglise
subject term
keyword
Acceptance threshold
Credit scoring
Cut-off optimization
Profit maximization
Reinforcement learning
category (general)
category (sub)
Herasymovych, M., Märka, K., Lukason, O. Using reinforcement learning to optimize the acceptance threshold of a credit scoring model // Applied Soft Computing Journal (2019) Vol. 84, Art. 105697. https://doi.org/10.1016/j.asoc.2019.105697