A Statistical Machine Learning Approach to Yield Curve Forecasting

4 March 2017

Papers citing "A Statistical Machine Learning Approach to Yield Curve Forecasting"

5 / 5 papers shown

Title
A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees Parisa Golbayani I. Florescu Rupak Chatterjee 45 75 0 13 Jul 2020
Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box Manuel S. Nunes E. Gerding F. McGroarty M. Niranjan 57 3 0 05 May 2020
Financial Applications of Gaussian Processes and Bayesian Optimization Joan Gonzalvez Edmond Lezmi T. Roncalli Jiali Xu 56 54 0 12 Mar 2019
A Bayesian Perspective of Statistical Machine Learning for Big Data R. Sambasivan Sourish Das S. Sahu BDL GP 61 20 0 09 Nov 2018
Fast Gaussian Process Regression for Big Data Sourish Das Sasanka Roy R. Sambasivan GP 88 48 0 17 Sep 2015