FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3083940824> ?p ?o ?g. }

• W3083940824 endingPage "113954" @default.
• W3083940824 startingPage "113954" @default.
• W3083940824 abstract "A major part of the balance sheets of the largest U.S. banks consists of credit card portfolios. Hence, managing the charge-off rates is a vital task for the profitability of the credit card industry. Different macroeconomic conditions affect individuals’ behavior in paying down their debts. In this paper, we propose an expert system for loss forecasting in the credit card industry using macroeconomic indicators. We select the indicators based on a thorough review of the literature and experts’ opinions covering all aspects of the economy, consumer, business, and government sectors. The state of the art machine learning models are used to develop the proposed expert system framework. We develop two versions of the forecasting expert system, which utilize different approaches to select between the lags added to each indicator. Among 19 macroeconomic indicators that were used as the input, six were used in the model with optimal lags, and seven indicators were selected by the model using all lags. The features that were selected by each of these models covered all three sectors of the economy. Using the charge-off data for the top 100 US banks ranked by assets from the first quarter of 1985 to the second quarter of 2019, we achieve mean squared error values of 1.15E−03 and 1.04E−03 using the model with optimal lags and the model with all lags, respectively. The proposed expert system gives a holistic view of the economy to the practitioners in the credit card industry and helps them to see the impact of different macroeconomic conditions on their future loss." @default.
• W3083940824 created "2020-09-14" @default.
• W3083940824 creator A5044361357 @default.
• W3083940824 creator A5068952840 @default.
• W3083940824 creator A5078363340 @default.
• W3083940824 date "2021-03-01" @default.
• W3083940824 modified "2023-09-26" @default.
• W3083940824 title "Loss rate forecasting framework based on macroeconomic changes: Application to US credit card industry" @default.
• W3083940824 cites W1516653184 @default.
• W3083940824 cites W1787224781 @default.
• W3083940824 cites W1979638902 @default.
• W3083940824 cites W2065269726 @default.
• W3083940824 cites W2079563517 @default.
• W3083940824 cites W2084658039 @default.
• W3083940824 cites W2102201073 @default.
• W3083940824 cites W2109238392 @default.
• W3083940824 cites W2114486129 @default.
• W3083940824 cites W2119387367 @default.
• W3083940824 cites W2136241359 @default.
• W3083940824 cites W2163021412 @default.
• W3083940824 cites W2460436721 @default.
• W3083940824 cites W2476100932 @default.
• W3083940824 cites W2520703714 @default.
• W3083940824 cites W2811496463 @default.
• W3083940824 cites W2951684046 @default.
• W3083940824 cites W2962858109 @default.
• W3083940824 cites W3010651155 @default.
• W3083940824 cites W3037460583 @default.
• W3083940824 cites W3093578674 @default.
• W3083940824 cites W3121711921 @default.
• W3083940824 cites W3123464949 @default.
• W3083940824 cites W3124020533 @default.
• W3083940824 cites W3125209152 @default.
• W3083940824 cites W3126055937 @default.
• W3083940824 cites W4236137412 @default.
• W3083940824 doi "https://doi.org/10.1016/j.eswa.2020.113954" @default.
• W3083940824 hasPubMedCentralId "https://www.ncbi.nlm.nih.gov/pmc/articles/7481134" @default.
• W3083940824 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/32929309" @default.
• W3083940824 hasPublicationYear "2021" @default.
• W3083940824 type Work @default.
• W3083940824 sameAs 3083940824 @default.
• W3083940824 citedByCount "3" @default.
• W3083940824 countsByYear W30839408242021 @default.
• W3083940824 countsByYear W30839408242023 @default.
• W3083940824 crossrefType "journal-article" @default.
• W3083940824 hasAuthorship W3083940824A5044361357 @default.
• W3083940824 hasAuthorship W3083940824A5068952840 @default.
• W3083940824 hasAuthorship W3083940824A5078363340 @default.
• W3083940824 hasBestOaLocation W30839408241 @default.
• W3083940824 hasConcept C10138342 @default.
• W3083940824 hasConcept C120527767 @default.
• W3083940824 hasConcept C129361004 @default.
• W3083940824 hasConcept C138885662 @default.
• W3083940824 hasConcept C145097563 @default.
• W3083940824 hasConcept C154945302 @default.
• W3083940824 hasConcept C162324750 @default.
• W3083940824 hasConcept C166957645 @default.
• W3083940824 hasConcept C183206440 @default.
• W3083940824 hasConcept C2778137410 @default.
• W3083940824 hasConcept C2983355114 @default.
• W3083940824 hasConcept C41008148 @default.
• W3083940824 hasConcept C41895202 @default.
• W3083940824 hasConcept C58328972 @default.
• W3083940824 hasConcept C85079727 @default.
• W3083940824 hasConcept C95457728 @default.
• W3083940824 hasConceptScore W3083940824C10138342 @default.
• W3083940824 hasConceptScore W3083940824C120527767 @default.
• W3083940824 hasConceptScore W3083940824C129361004 @default.
• W3083940824 hasConceptScore W3083940824C138885662 @default.
• W3083940824 hasConceptScore W3083940824C145097563 @default.
• W3083940824 hasConceptScore W3083940824C154945302 @default.
• W3083940824 hasConceptScore W3083940824C162324750 @default.
• W3083940824 hasConceptScore W3083940824C166957645 @default.
• W3083940824 hasConceptScore W3083940824C183206440 @default.
• W3083940824 hasConceptScore W3083940824C2778137410 @default.
• W3083940824 hasConceptScore W3083940824C2983355114 @default.
• W3083940824 hasConceptScore W3083940824C41008148 @default.
• W3083940824 hasConceptScore W3083940824C41895202 @default.
• W3083940824 hasConceptScore W3083940824C58328972 @default.
• W3083940824 hasConceptScore W3083940824C85079727 @default.
• W3083940824 hasConceptScore W3083940824C95457728 @default.
• W3083940824 hasLocation W30839408241 @default.
• W3083940824 hasLocation W30839408242 @default.
• W3083940824 hasLocation W30839408243 @default.
• W3083940824 hasOpenAccess W3083940824 @default.
• W3083940824 hasPrimaryLocation W30839408241 @default.
• W3083940824 hasRelatedWork W1534249564 @default.
• W3083940824 hasRelatedWork W2065116540 @default.
• W3083940824 hasRelatedWork W2079394618 @default.
• W3083940824 hasRelatedWork W2148617591 @default.
• W3083940824 hasRelatedWork W2338524226 @default.
• W3083940824 hasRelatedWork W2471332793 @default.
• W3083940824 hasRelatedWork W2899084033 @default.
• W3083940824 hasRelatedWork W3042646127 @default.
• W3083940824 hasRelatedWork W3164578515 @default.
• W3083940824 hasRelatedWork W4385895356 @default.
• W3083940824 hasVolume "165" @default.
• W3083940824 isParatext "false" @default.

• next