Predicting credit default swap prices with financial and pure data-driven approaches (Q2866383): Difference between revisions

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Latest revision as of 03:37, 7 July 2024

scientific article
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Predicting credit default swap prices with financial and pure data-driven approaches
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    Predicting credit default swap prices with financial and pure data-driven approaches (English)
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    13 December 2013
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    credit risk
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    credit default swaps
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    credit derivatives
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    support vector machines regression
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    structural credit risk models
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    reduced-form credit risk models
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