A new approach to rating scale definition with quantum-inspired optimization
Emerging Technologies
2026-03-30 v1
Abstract
In finance, assessing the creditworthiness of loan applicants requires lenders to cluster borrowers using rating scales. Financial institutions must define the scales in compliance with strict institutional constraints, resulting in solving a complex combinatorial constrained optimization problem. This contribution studies how to solve this problem using a Quadratic Unconstrained Binary Optimization (QUBO) model, a formulation suitable for quantum hardware. We validate this approach by testing the proposed formulation with classical heuristics. We then benchmark the results against a brute-force method to demonstrate consistent solution quality and highlight the framework's suitability for more complex scenarios.
Keywords
Cite
@article{arxiv.2603.26583,
title = {A new approach to rating scale definition with quantum-inspired optimization},
author = {Patrizio Spada and Laura Cappelli and Francesca Cibrario and Christian Mattia and Daniele Magnaldi and Matteo Argenton and Enrico Calore and Sebastiano Fabio Schifano and Concezio Bozzi and Davide Corbelletto},
journal= {arXiv preprint arXiv:2603.26583},
year = {2026}
}