Estimating Interest Rate Curves by Support Vector Regression (Q3063863): Difference between revisions
From MaRDI portal
Latest revision as of 14:32, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating Interest Rate Curves by Support Vector Regression |
scientific article |
Statements
Estimating Interest Rate Curves by Support Vector Regression (English)
0 references
15 December 2010
0 references
bid-ask spread
0 references
interest rate curves
0 references
interest rate swaps
0 references
support vector regression
0 references
0 references