66 citations · 77 across the 2 of their papers we have counts for
2 papers
q-fin.GN2023★ 11 cited
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…
q-fin.GN2020★ 66 cited
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…