Finding an efficient machine learning predictor for lesser liquid credit default swaps in equity markets
To solve challenges occurred in the existence of large sets of data, recent improvements of machine learning furnish promising results. Here to pro-pose a tool for predicting lesser liquid credit default swap (CDS) rates in the presence of CDS spreads over a large period of time, we investigate diff...
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| Format: | Article |
| Language: | English |
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Ferdowsi University of Mashhad
2023-03-01
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| Series: | Iranian Journal of Numerical Analysis and Optimization |
| Subjects: | |
| Online Access: | https://ijnao.um.ac.ir/article_41947_9f637cef0bc2b1e7536d3f1002dc6041.pdf |