SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Forecasting China’s sovereign CDS with a decomposition reconstruction strategy
16 references·1 citing·54 second hop
Forecasting China’s sovereign CDS with a decomposition reconstruction strategy (2021)Forecasting China’s sovereign CDS with a …Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Generación de series de tiemp…How connected is the global sovereign credit risk network? (2020)How connected is the global s…Hybrid structures in time series modeling and forecasting: A review (2019)Hybrid structures in time ser…Carbon trading volume and price forecasting in China using multiple machine learning models (2019)Carbon trading volume and pri…Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Statistical and Machine Learn…Improved EEMD-based crude oil price forecasting using LSTM networks (2018)Improved EEMD-based crude oil…A novel cryptocurrency price trend forecasting model based on LightGBM (2018)A novel cryptocurrency price …A deep learning ensemble approach for crude oil price forecasting (2017)A deep learning ensemble appr…Forecasting realized volatility in a changing world: A dynamic model averaging approach (2015)Forecasting realized volatili…A novel decomposition ensemble model with extended extreme learning machine for crude oil price forecasting (2015)A novel decomposition ensembl…Sovereign bond yield spreads: A time-varying coefficient approach (2011)Sovereign bond yield spreads:…How Sovereign Is Sovereign Credit Risk? (2011)How Sovereign Is Sovereign Cr…Financial time series forecasting using independent component analysis and support vector regression (2009)Financial time series forecas…Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)Default and Recovery Implicit…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…Determinants and Impact of Sovereign Credit Ratings (1996)Determinants and Impact of So…McVCsB: A new hybrid deep learning network for stock index prediction (2023)McVCsB: A new hybrid deep lea…Time Series Analysis: Forecasting and Control (1977)Comparing Predictive Accuracy (1994)Forecasting with artificial neural networks: (1998)Stock price prediction using support vector regression on daily and up to the minute prices (2018)Optimizing LSTM for time series prediction in Indian stock market (2020)Machine learning techniques and data for stock market forecasting: A literature review (2022)The pricing of commodity contracts (1976)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (2009)Valuation effects of security offerings and the issuance process (1986)Sovereign Debt: Is To Forgive To Forget? (1988)The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)Country Spreads and Emerging Countries: Who Drives Whom? (2003)Sovereign Borrowing by Developing Countries: What Determines Market Access? (2004)News spillovers in the sovereign debt market (2005)Testing for a Unit Root in Time Series Regression (1988)Comparing Predictive Accuracy (1995)Stock price prediction based on deep neural networks (2019)A comprehensive evaluation of ensemble learning for stock-market prediction (2020)Price forecasting through neural networks for crude oil, heating oil, and natural gas (2024)Time Series Analysis Forecasting and Control. (1971)Another look at measures of forecast accuracy (2006)The M4 Competition: 100,000 time series and 61 forecasting methods (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Forecasting: theory and practice (2022)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Modeling Term Structures of Defaultable Bonds (1999)Market Liquidity and Funding Liquidity (2008)Evaporating Liquidity (2012)International Channels of Transmission of Monetary Policy and the Mundellian Trilemma (2016)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques (2019)Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021)A Review of ARIMA vs. Machine Learning Approaches for Time Series Forecasting in Data Driven Networks (2023)Carbon price forecasting with a novel hybrid ARIMA and least squares support vector machines methodology (2012)Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression (2017)The conformable fractional grey system model (2019)A multi-factor integrated model for carbon price forecasting: Market interaction promoting carbon emission reduction (2021)Analysis and forecast of China's energy consumption structure (2021)Thermal coal futures trading volume predictions through the neural network (2024)A Stochastic Approximation Method (1951)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning for financial applications : A survey (2020)Applications of deep learning in stock market prediction: Recent progress (2021)Financial time series forecasting with multi-modality graph neural network (2021)Global Capital and National Governments (2001)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)
this work references cited by second hop

References

  • 2018Statistical and Machine Learning forecasting methods: Concerns and ways forward1,515 cited
  • 2021Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN)1,463 cited
  • 2011How Sovereign Is Sovereign Credit Risk?1,129 cited
  • 2008Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads805 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings652 cited
  • 2009Financial time series forecasting using independent component analysis and support vector regression538 cited
  • 2018A novel cryptocurrency price trend forecasting model based on LightGBM518 cited
  • 1996Determinants and Impact of Sovereign Credit Ratings460 cited
  • 2017A deep learning ensemble approach for crude oil price forecasting383 cited
  • 2019Carbon trading volume and price forecasting in China using multiple machine learning models294 cited
  • 2015Forecasting realized volatility in a changing world: A dynamic model averaging approach292 cited
  • 2011Sovereign bond yield spreads: A time-varying coefficient approach252 cited
  • 2019Hybrid structures in time series modeling and forecasting: A review240 cited
  • 2018Improved EEMD-based crude oil price forecasting using LSTM networks220 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2015A novel decomposition ensemble model with extended extreme learning machine for crude oil price forecasting204 cited
  • 2020How connected is the global sovereign credit risk network?182 cited
  • Cited by

    • 2023McVCsB: A new hybrid deep learning network for stock index prediction45 cited