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Research literature / Journal article

Yield curve extrapolation with machine learning

Shinobu Akiyama; Naoki Matsuyama

Published
Publisher
Cambridge University Press (CUP)
Journal / collection
ASTIN Bulletin
Research area
AI & compute
Source type
Journal article
DOI
10.1017/asb.2024.27

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Shinobu Akiyama; Naoki Matsuyama. Yield curve extrapolation with machine learning. ASTIN Bulletin. 2024-10-30. https://doi.org/10.1017/asb.2024.27

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