Research Article
Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning
Figure 13
Error of each method for all maturities from Table 7 and standard deviations for all maturities (case 2): (a) RMSE (subperiod 1 training set); (b) MSE (subperiod 1 training set); (c) MAPE (subperiod 1 training set); (d) MPE (subperiod 1 training set); (e) MAE (subperiod 1 training set); (f) test dataset 2.
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