Yield curve extrapolation with machine learning (Q7021789)
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scientific article; zbMATH DE number 7990015
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Yield curve extrapolation with machine learning |
scientific article; zbMATH DE number 7990015 |
Statements
Yield curve extrapolation with machine learning (English)
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26 February 2025
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long short-term memory
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Nelson-Siegel model
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neural network
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Smith-Wilson method
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Svensson model
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yield curve extrapolation
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