Term Structure of Interest Rates Based on Artificial Neural NetworkOA
Term Structure of Interest Rates Based on Artificial Neural Network
In light of the nonlinear approaching capability of artificial neural networks ( ANN), the term structure of interest rates is predicted using The generalized regression neural network (GRNN) and back propagation (BP) neur…查看全部>>
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College of Economics and Management,Tianjin University of Science and Technology,Tianjin,300222,China;College of Economics and Management,Tianjin University of Science and Technology,Tianjin,300222,China
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Neural networkInterest rateTerm structureGeneralized regression neural network
《西南交通大学学报(英文版)》 2007 (4)
动态Copula模型的构建及其在金融领域的应用研究
338-343,6
National Natural Science Foundation of China ( No. 70471051 & No. 70671074)
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