A Novel Methodology for Credit Spread Prediction: Depth-Gated Recurrent Neural Network with Self-Attention Mechanism

<table class="table-group" id="tab1"><tr><td><table class="table"><tr><td class="thead-hr" colspan="2"><hr/></td></tr><tr class="thead"><td class="align_left">Operating system</td><td class="align_center">Windows 7</td></tr><tr><td class="thead-hr" colspan="2"><hr/></td></tr><tr><td class="align_left">Processor</td><td class="align_center">Intel(R) core (TM) i7-2760QM</td></tr><tr><td class="align_left">Random-access memory</td><td class="align_center">8.00 GB</td></tr><tr><td class="align_left">Version of python</td><td class="align_center">Python 3.7.0</td></tr><tr><td class="align_left">Version of spyder</td><td class="align_center">Spyder 3.3.1</td></tr><tr><td class="align_left">Version of keras</td><td class="align_center">Keras 2.2.4</td></tr><tr><td class="align_left">Version of tensorflow</td><td class="align_center">Tensorflow 1.13.1</td></tr><tr><td class="align_left">Optimizer</td><td class="align_center">Adam optimizer</td></tr><tr class="table-tr"><td colspan="2"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

Mathematical Problems in Engineering

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Table 1: A Novel Methodology for Credit Spread Prediction: Depth-Gated Recurrent Neural Network with Self-Attention Mechanism 