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"Machine Learning for Yield Curve Feature Extraction: Application to ..."
Greg Kirczenow, Ali Fathi, Matt Davison (2018)
- Greg Kirczenow, Ali Fathi, Matt Davison:
Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft). CoRR abs/1806.01731 (2018)
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