Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds.
Greg KirczenowMasoud HashemiAli FathiMatt DavisonPublished in: CoRR (2018)
Keyphrases
- machine learning
- feature extraction
- case study
- image processing
- pattern recognition
- feature vectors
- support vector machine svm
- machine learning methods
- text classification
- computational intelligence
- inductive learning
- face recognition
- decision trees
- feature selection
- pattern classification
- texture analysis
- feature representation
- discriminant analysis
- model selection
- dimensionality reduction
- natural language processing
- active learning
- multiresolution
- data analysis