Concepedia

Forecasting China’s sovereign CDS with a decomposition reconstruction strategy

Jianping Li, Jun Hao, Xiaolei Sun, Qianqian Feng

Applied Soft Computing · 2021 · 45 citations · 65 references

DOI

Concepts

References

65

Statistical and Machine Learning forecasting methods: Concerns and ways forward

Spyros Makridakis, Evangelos Spiliotis, Vassilios Assimakopoulos · PLoS ONE · 2018 · 1.4K citations · Full text

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Default and Recovery Implicit in the Term Structure of Sovereign <i>CDS</i> Spreads

Jun Pan, Kenneth J. Singleton · The Journal of Finance · 2008 · 849 citations

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Determinants and Impact of Sovereign Credit Ratings

Richard Cantor, Frank Packer · RePEc: Research Papers in Economics · 1996 · 590 citations · Full text

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Financial time series forecasting using independent component analysis and support vector regression

Chi-Jie Lu, Tian‐Shyug Lee, Chih‐Chou Chiu · Decision Support Systems · 2009 · 534 citations

, , +16

A novel cryptocurrency price trend forecasting model based on LightGBM

Xiaolei Sun, Mingxi Liu, Zeqian Sima · Finance research letters · 2018 · 520 citations

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