Research Article
A Novel Methodology for Credit Spread Prediction: Depth-Gated Recurrent Neural Network with Self-Attention Mechanism
| | Operating system | Windows 7 |
| | Processor | Intel(R) core (TM) i7-2760QM | | Random-access memory | 8.00 GB | | Version of python | Python 3.7.0 | | Version of spyder | Spyder 3.3.1 | | Version of keras | Keras 2.2.4 | | Version of tensorflow | Tensorflow 1.13.1 | | Optimizer | Adam optimizer |
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