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Ulster University Business School
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Researchers
(205)
Research output
(2215)
Prizes
(94)
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(213)
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(305)
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(22)
Research output
Research output per year
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92056
Citations
160
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1251
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386
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203
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80
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66
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49
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Discussion paper
Research output per year
Research output per year
1 results
Publication Year, Title
(descending)
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Discussion paper
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2020
The Determinants of Credit Default Swap Premia and the Use of Machine Learning Techniques for their Estimation
Feser, J. A.
&
Broby, D.
,
3 Sep 2020
,
University of Strathclyde
,
26 p.
Research output
:
Working paper
›
Discussion paper
Open Access
File
Machine Learning
100%
Credit Default Swaps
90%
Learning Model
57%
Principal Component Analysis
51%
Yield Curve
44%
48
Downloads (Pure)