文献
J-GLOBAL ID:202202232255959734
整理番号:22A0736187
CDSはCovid-19パンデミックで予測可能か?SVM,GMDH,LSTMおよびMarkovスイッチング自己回帰に基づく予測【JST・京大機械翻訳】
Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression
著者 (8件):
Vukovic Darko B.
(International Laboratory for Finance and Financial Markets, Faculty of Economics, People’s Friendship University of Russia (RUDN University), 117198, Miklukho-Maklaya str. 6, Moscow, Russia)
,
Vukovic Darko B.
(Geographical Institute “Jovan Cvijic” SASA, Djure Jaksica 9, 11000 Belgrade, Serbia)
,
Romanyuk Kirill
(HSE University, 101000, Myasnitskaya str., 20, Moscow, Russia)
,
Ivashchenko Sergey
(North-Western Main Branch of the Bank of Russia, 191038, Saint Petersburg Fontanka River Embankment, 68 (107016, Moscow, 12 Neglinnaya Street), Russia)
,
Ivashchenko Sergey
(Macroeconomic Analysis Division, Financial Research Institute, 127006, Moscow, Nastasyinsky Lane, 3, p. 2, Russia)
,
Ivashchenko Sergey
(Theoretical Economics Laboratory, The Institute of Regional Economy Studies (Russian Academy of Sciences), 190013, Saint Petersburg, Serpukhovskaya Street 36-38, Russia)
,
Grigorieva Elena M.
(International Laboratory for Finance and Financial Markets, Faculty of Economics, People’s Friendship University of Russia (RUDN University), 117198, Miklukho-Maklaya str. 6, Moscow, Russia)
,
Grigorieva Elena M.
(Finance and Credit Department, Faculty of Economics, People’s Friendship University of Russia (RUDN University), 117198, Miklukho-Maklaya str.6, Moscow, Russia)
資料名:
Expert Systems with Applications
(Expert Systems with Applications)
巻:
194
ページ:
Null
発行年:
2022年
JST資料番号:
W0178A
ISSN:
0957-4174
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)