Pages that link to "Item:Q5890139"
From MaRDI portal
The following pages link to Finding an efficient machine learning predictor for lesser liquid credit default swaps in equity markets (Q5890139):
Displaying 6 items.
- Credit spread approximation and improvement using random forest regression (Q1735198) (← links)
- Intertemporal defaulted bond recoveries prediction via machine learning (Q2060436) (← links)
- Predicting credit default swap prices with financial and pure data-driven approaches (Q2866383) (← links)
- Study of the dynamics of the interest rate swap using machine learning methods (Q5057483) (← links)
- An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
- On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE (Q6090285) (← links)
