Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression.
- DOI
- 10.1016/j.eswa.2022.116553
- Published
- 2022 May 15
- Container
- Expert systems with applications
- Publisher
- Not recorded
- Open access
- yes
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BibTeX
@article{allodium:10.1016/j.eswa.2022.116553,
title = {Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression.},
author = {Vukovic DB and Romanyuk K and Ivashchenko S and Grigorieva EM},
year = {2022},
journal = {Expert systems with applications},
doi = {10.1016/j.eswa.2022.116553},
url = {https://doi.org/10.1016/j.eswa.2022.116553}
}RIS
TY - JOUR TI - Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression. AU - Vukovic DB AU - Romanyuk K AU - Ivashchenko S AU - Grigorieva EM PY - 2022 JO - Expert systems with applications DO - 10.1016/j.eswa.2022.116553 UR - https://doi.org/10.1016/j.eswa.2022.116553 ER -
APA
DB, V., K, R., S, I., & EM, G. (2022). Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression.. Expert systems with applications. https://doi.org/10.1016/j.eswa.2022.116553
Source records
- pubmed · retrieved 2026-09-27T01:33:59.108Z