Brummelhuis, Raymond and Luo, Zhongmin (2017): CDS Rate Construction Methods by Machine Learning Techniques.
Brummelhuis, Raymond and Luo, Zhongmin (2018): Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives.
Brummelhuis, Raymond and Luo, Zhongmin (2019): Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques.
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