Interest rates mapping
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DOI: 10.1016/j.physa.2008.02.069
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References listed on IDEAS
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Cited by:
- Cousin, Areski & Maatouk, Hassan & Rullière, Didier, 2016.
"Kriging of financial term-structures,"
European Journal of Operational Research, Elsevier, vol. 255(2), pages 631-648.
- Areski Cousin & Hassan Maatouk & Didier Rullière, 2016. "Kriging of financial term-structures," Post-Print hal-01206388, HAL.
- Areski Cousin & Hassan Maatouk & Didier Rulli`ere, 2016. "Kriging of financial term-structures," Papers 1604.02237, arXiv.org.
- Manuel Nunes & Enrico Gerding & Frank McGroarty & Mahesan Niranjan, 2020. "Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box," Papers 2005.02217, arXiv.org.
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Keywords
Interest rate curves; Spatial statistics; Machine learning; Mapping; Forecasting;All these keywords.
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