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Juan M. Vilar

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

263

TOTAL CITATIONS

0

Scholarly Papers (3)

1.

Cost-Sensitive Reinforcement Learning for Credit Risk

Number of pages: 48 Posted: 16 Nov 2024
Jorge C-Rella, David Martinez and Juan M. Vilar
affiliation not provided to SSRN, Instituto de Fisica de Cantabria - CSIC, and affiliation not provided to SSRN
Downloads 125 (580,653)

Abstract:

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Cost-sensitive classification, Reinforcement Learning, bandit algorithms, Online learning, credit risk, Decision making

2.

Cost-Sensitive Thresholding Over a Two-Dimensional Decision Region for Fraud Detection

Number of pages: 24 Posted: 04 Apr 2023
Jorge C-Rella, Juan M. Vilar and Ricardo Cao
affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 80 (803,225)

Abstract:

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Cost-sensitive classification, Instance-dependent classification, Thresholding, Fraud detection, Risk analysis, Decision region

3.

Flexible Multi-Class Cost-Sensitive Thresholding

Number of pages: 33 Posted: 16 Jul 2024
Jorge C-Rella, Ricardo Cao and Juan M. Vilar
affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 58 (980,173)

Abstract:

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Cost-sensitive classification, thresholding, multi-class classification, decision making