Forecasting and trading credit default swap indices using a deep learning model integrating Merton and LSTMs

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. [doi]

Abstract

Abstract is missing.