Loss rate forecasting framework based on macroeconomic changes: Application to US credit card industry

Author:

Taghiyeh Sajjad,Lengacher David C.,Handfield Robert B.

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference68 articles.

1. Sanity checks for saliency maps;Adebayo,2018

2. Determinants of credit card delinquency and bankruptcy: Macroeconomic factors;Agarwal;Journal of Economics and Finance,2003

3. Credit card defaults, credit card profits, and bankruptcy;Ausubel;American Bankr. LJ,1997

4. On pixel-wise explanations for non-linear classifier decisions by layer-wise relevance propagation;Bach;PLoS One,2015

5. Forecasting and stress testing credit card default using dynamic models;Bellotti;International Journal of Forecasting,2013

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