Predicting the yield curve using forecast combinations.

João Frois Caldeira Guilherme V. Moura André Alves Portela Santos

Published in: Comput. Stat. Data Anal. (2016)

Keyphrases

b spline
endpoints
short term
database
neural network
information retrieval
roc curve
real time
data mining
partial differential equations
early warning
exponential smoothing