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
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
https://www.scopus.com/sourceid/18136
https://www.scopus.com/record/display.uri?eid=2-s2.0-85070668298&origin=inward&txGid=fc483949e09178153e47cd54412a8898
WOS
https://jcr.clarivate.com/jcr-jp/journal-profile?journal=APPL%20SOFT%20COMPUT&year=2022
https://www.webofscience.com/wos/woscc/full-record/WOS:000490753200013
category (general)
Computer science
Arvutiteadus
category (sub)
Computer science. Software
Arvutiteadus. Tarkvara
quartile
Q1
TalTech department
keemia ja biotehnoloogia instituut
language
inglise