Non-negative matrix factorization and term structure of interest rates

DOI10.1063/1.4906000MaRDI QIDQ5066362zbMATH OpenOpenAlexFDO

Authors Hellinton H. Takada, Julio Michael Stern

Publication date 29 March 2022

Published in AIP Conference Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.4906000

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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