Credit spread approximation and improvement using random forest regression (Q1735198): Difference between revisions

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+Are financial ratios relevant for trading credit risk? Evidence from the CDS market
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+Credit default swaps and systemic risk
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+Q2934109
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+Greedy function approximation: A gradient boosting machine.
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+Enhancing credit default swap valuation with meshfree methods
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+Liquidity tail risk and credit default swap spreads
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+Interdependencies between CDS spreads in the European union: is Greece the black sheep or black swan?
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+Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
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+Q4260443
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+Q5396710
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+Safety First and the Holding of Assets
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