Estimating Interest Rate Curves by Support Vector Regression (Q3063863): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4893747 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A practical guide to splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularization networks and support vector machines / rank
 
Normal rank
Property / cites work
 
Property / cites work: A probabilistic framework for SVM regression and error bar estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Yield curve estimation by kernel smoothing methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5341265 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3394879 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4856771 / rank
 
Normal rank

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
    0 references
    15 December 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    bid-ask spread
    0 references
    interest rate curves
    0 references
    interest rate swaps
    0 references
    support vector regression
    0 references
    0 references