Comprehensive Capital Analysis and Review consistent yield curve stress testing: from Nelson–Siegel to machine learning

Autor:	Zhengye Bian, Vilen Abramov, Christopher Atchison
Rok vydání:	2021
Předmět:	Economics and Econometrics Artificial neural network Applied Mathematics Modeling and Simulation Capital (economics) Econometrics Yield curve Stress testing (software) Finance Mathematics
Zdroj:	The Journal of Risk Model Validation.
ISSN:	1753-9587 1753-9579
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::83ccdcf3848fbe8fd32e8c23a8412434 https://doi.org/10.21314/jrmv.2021.005 Zobrazit plný text záznamu