Optimizing credit limit adjustments under adversarial goals using reinforcement learning
type: Item
instance of: scholarly article
title: Optimizing credit limit adjustments under adversarial goals using reinforcement learning
author: Sherly Alfonso-Sánchez
author: Jesús Solano
author: Alejandro Correa-Bahnsen
author: Kristina P. Sendova
author: Cristián Bravo
published in: European Journal of Operational Research
publication date: 2024-06-13T00:00:00Z
Mathematics Subject Classification ID: 90Bxx
zbMATH DE Number: 7864440
zbMATH Keywords: OR in banking
zbMATH Keywords: reinforcement learning
zbMATH Keywords: banking analytics
zbMATH Keywords: credit limit management
MaRDI profile type: Publication
cites work: Do Banks Pass through Credit Expansions to Consumers Who want to Borrow?*
cites work: Q4533353
cites work: Reward shaping to improve the performance of deep reinforcement learning in perishable inventory management
cites work: Machine learning: Trends, perspectives, and prospects
cites work: Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
cites work: Deep reinforcement learning for the optimal placement of cryptocurrency limit orders
cites work: Optimization strategy of credit line management for credit card business
cites work: The value of text for small business default prediction: a deep learning approach
cites work: Q4626283
cites work: Credit Scoring and Its Applications, Second Edition
cites work: Exposure at default models with and without the credit conversion factor
cites work: An online reinforcement learning approach to charging and order-dispatching optimization for an e-hailing electric vehicle fleet
DOI: 10.1016/J.EJOR.2023.12.025
description: scientific article; zbMATH DE number 7864440