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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.