Explainable AI for Credit Spread Changes Analysis
The research compares linear regression and machine learning for modeling credit spread changes, with machine learning showing superior performance due to its ability to handle complex non-linearities.
Featured in No. 53 on 12 Jun 2024 · on release day
- Released
- 12 Jun 2024
- First featured
- No. 53 · 12 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 19
- Identifier
- RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002473
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