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