Optimizing credit limit adjustments under adversarial goals using reinforcement learning
Year of publication: |
2024
|
---|---|
Authors: | Alfonso-Sánchez, Sherly ; Marín-Solano, Jesús ; Correa-Bahnsen, Alejandro ; Sendova, Kristina P. ; Bravo, Cristián |
Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 315.2024, 2 (1.6.), p. 802-817
|
Subject: | Banking analytics | Credit limit management | OR in banking | Reinforcement learning | Theorie | Theory | Lernprozess | Learning process | Kreditrisiko | Credit risk | Lernen | Learning | Bank | Kreditgeschäft | Bank lending |
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