Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises.
Nikolas StegeChristoph WegenerTobias BasseFrederik KunzePublished in: Ann. Oper. Res. (2021)
Keyphrases
- neural network
- pattern recognition
- neural network model
- artificial neural networks
- fuzzy logic
- self organizing maps
- data sets
- three dimensional
- tomographic reconstruction
- training process
- graph cuts
- learning guide
- feed forward
- image reconstruction from projections
- software testing
- multi layer
- multilayer perceptron
- test cases
- activation function
- relational databases