Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression.
Darko B. VukovicKirill RomanyukSergey IvashchenkoElena M. GrigorievaPublished in: Expert Syst. Appl. (2022)
Keyphrases
- support vector machine svm
- support vector
- support vector machine
- support vector regression
- forecasting accuracy
- wavelet support vector machine
- svm classifier
- feature selection
- recurrent neural networks
- knn
- markov chain
- kernel function
- generalization ability
- public health
- short term
- markov model
- classification algorithm
- support vectors
- classification method
- multi class
- weather forecasting
- training data
- forecasting model
- hybrid model
- svm classification
- machine learning
- multi class svm
- early warning
- training set
- feature vectors
- multi class classification
- predictive model
- exchange rate
- feature space
- fuzzy reasoning
- ls svm
- directed acyclic graph
- semi markov
- training speed
- neural network
- prediction model