218 citations · 811 across the 19 of their papers we have counts for
4 papers · 1 filter
Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning
Sherly Alfonso-Sánchez, Jesús Solano, Alejandro Correa-Bahnsen +2
Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochasti…
Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams
Mahsa Tavakoli, Rohitash Chandra, Fengrui Tian +1
Knowing which factors are significant in credit rating assignment leads to better decision-making. However, the focus of the literature thus far has been mostly on structured data,…
A transformer-based model for default prediction in mid-cap corporate markets
Kamesh Korangi, Christophe Mues, Cristián Bravo
In this paper, we study mid-cap companies, i.e. publicly traded companies with less than US $10 billion in market capitalisation. Using a large dataset of US mid-cap companies obse…
Super-App Behavioral Patterns in Credit Risk Models: Financial, Statistical and Regulatory Implications
Luisa Roa, Alejandro Correa-Bahnsen, Gabriel Suarez +3
In this paper we present the impact of alternative data that originates from an app-based marketplace, in contrast to traditional bureau data, upon credit scoring models. These alt…