Robust forecasting of multiple yield curves (Q2180404)
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scientific article; zbMATH DE number 7200583
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust forecasting of multiple yield curves |
scientific article; zbMATH DE number 7200583 |
Statements
Robust forecasting of multiple yield curves (English)
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14 May 2020
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forecasting of yield curves
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multiple term structures
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machine learning
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neural networks
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support vector machines
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0.7630300521850586
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0.7355380654335022
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0.7221879363059998
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0.7046005129814148
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0.7002266049385071
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