---
title: Explainable AI for Credit Spread Changes Analysis
url: https://www.ml-quant.com/papers/repec/eee-finana-v-94-y-2024-i-c-s1057521924002473/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002473
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924002473%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A94%3Ay%3A2024%3Ai%3Ac%3As1057521924002473
featured: 2024-06-12
citations: unknown
topic: Risk, Credit & Banking
---


# Explainable AI for Credit Spread Changes Analysis

The research compares linear regression and machine learning for modeling credit spread changes, with machine learning showing superior performance due to its ability to handle complex non-linearities.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924002473%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A94%3Ay%3A2024%3Ai%3Ac%3As1057521924002473
- Identifier: RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002473
- Released: 2024-06-12
- First featured: Quant Letter No. 53 (2024-06-12): https://www.ml-quant.com/issues/2024-06-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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