Estimating Interest Rate Curves by Support Vector Regression (Q3063863): Difference between revisions
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Revision as of 10:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Interest Rate Curves by Support Vector Regression |
scientific article |
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Estimating Interest Rate Curves by Support Vector Regression (English)
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15 December 2010
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bid-ask spread
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interest rate curves
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interest rate swaps
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support vector regression
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