Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery

DOI10.1007/s10479-018-2808-0zbMath1434.91062OpenAlexW2789553405MaRDI QIDQ2288926

Charalampos Stasinakis, Filipa Da Silva Fernandes, Zivile Zekaite

Publication date: 20 January 2020

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://eprints.gla.ac.uk/159053/7/159053.pdf

zbMATH Keywords

support vector regressionkrill herdeurozonesine-cosine algorithmgovernment bond spreads

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Macroeconomic theory (monetary models, models of taxation) (91B64) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Forecasting high-frequency stock returns: a comparison of alternative methods

Uses Software

• Krill herd

Cites Work

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