Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises (Q829159): Difference between revisions
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Latest revision as of 04:21, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises |
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Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises (English)
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5 May 2021
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risk management
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net interest rate income
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modeling interest rates
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cointegration
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artificial neural networks
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