Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption.
Xiangfeng YangHua KePublished in: Fuzzy Optim. Decis. Mak. (2023)
Keyphrases
- experimental data
- theoretical framework
- computational model
- neural network
- statistical model
- prediction model
- formal model
- probabilistic model
- theoretical analysis
- lead time
- united states
- mathematical model
- non stationary
- database
- management system
- cost function
- artificial neural networks
- objective function
- similarity measure
- high level
- data sets
- real time