Multiple yield curve modeling and forecasting using deep learning (Q6668679)
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scientific article; zbMATH DE number 7972586
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multiple yield curve modeling and forecasting using deep learning |
scientific article; zbMATH DE number 7972586 |
Statements
Multiple yield curve modeling and forecasting using deep learning (English)
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22 January 2025
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deep learning
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multiple yield curve modeling
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Nelson-Siegel model
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attention models
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transfer learning
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interest rate risk
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value-at-risk
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asset-liability management
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solvency II
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IFRS 17
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real-world modeling
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0.7276002168655396
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0.7040631175041199
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0.6706048250198364
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0.6531256437301636
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0.6504724025726318
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