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Uncovering the mesoscale structure of the credit default swap market t

Publication: Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling. Published Jun 4, 2020.

Research & Papers
arxiv.orgPublished Jun 4, 2020
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Overview

Publication: Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling. Published Jun 4, 2020.

Publication information

Publication title
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Authors
Ioannis Anagnostou, Tiziano Squartini, Drona Kandhai, Diego Garlaschelli
Published
Jun 4, 2020
Last publication revision
Apr 9, 2021
Venue / journal
Quantitative Finance, 21:9, 1501-1518 (2021)
Subject areas
q-fin.RM, q-fin.ST
DOI
10.1080/14697688.2021.1890807 ↗
Publication source
arxiv.org · abs/2006.03014v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2006.03014 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

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