[PDF][PDF] Optimizing Acceptance Threshold in Credit Scoring using Reinforcement Learning

M Herasymovych - 2018 - core.ac.uk
The thesis investigates issues of credit scoring model acceptance threshold optimization in a
consumer credit company, such as model's performance uncertainty, selection bias …

Reinforcement learning for credit limit optimizer

S Roy - US Patent 11,710,180, 2023 - Google Patents
A method and corresponding system to determine an optimized credit limit assignment using
reinforcement learning techniques in order to maximize a reward function for a given bank. A …