Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression

Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression

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Bibliographische Detailangaben
Veröffentlicht in:Expert systems with applications. - 1999. - 194(2022) vom: 15. Mai, Seite 116553
1. Verfasser: Vukovic, Darko B (VerfasserIn)
Weitere Verfasser: Romanyuk, Kirill, Ivashchenko, Sergey, Grigorieva, Elena M
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2022
Zugriff auf das übergeordnete Werk:Expert systems with applications
Schlagworte:Journal Article CDS spreads Covid-19 GMDH LSTM Markov switching autoregression SVM
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