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A dynamic model of expected bond returns: A functional gradient descent approach.

Francesco AudrinoGiovanni Barone-Adesi
Published in: Comput. Stat. Data Anal. (2006)
Keyphrases
  • dynamic model
  • experimental data
  • mumford shah functional
  • control scheme
  • cost function
  • loss function
  • multiple models
  • reduced order model
  • objective function
  • neural network
  • computer vision