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Japanese long-term interest rate forecast considering the connection between the Japanese and US yield curve.

Yoshiyuki SuimonHiroki SakajiTakashi ShimadaKiyoshi IzumiHiroyasu Matsushima
Published in: CIFEr (2019)
Keyphrases
  • long term
  • short term
  • japanese language
  • neural network
  • b spline
  • real time
  • data mining
  • machine learning
  • database systems
  • multiscale
  • shape analysis
  • digital curves