Estimating interest rate curves by support vector regression (Q3063863)
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scientific article; zbMATH DE number 5827262
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| default for all languages | No label defined |
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| English | Estimating interest rate curves by support vector regression |
scientific article; zbMATH DE number 5827262 |
Statements
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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0.729602038860321
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0.7213975787162781
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0.715567946434021
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0.7135311365127563
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