"Forecasting and trading credit default swap indices using a deep learning ..."

Weifang Mao et al. (2023)

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DOI: 10.1016/J.ESWA.2022.119012

access: closed

type: Journal Article

metadata version: 2023-02-12

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Weifang Mao, Huiming Zhu, Hao Wu, Yijie Lu, Haidong Wang:
Forecasting and trading credit default swap indices using a deep learning model integrating Merton and LSTMs. Expert Syst. Appl. 213(Part): 119012 (2023)

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