A glimpse into my epic PhD journey from 2015 to 2018; on statistical/machine learning applied to Yield Curve interpolation, extrapolation and forecasting:
- Some (4) presentations slides from 2015, 2016, 2017:
- A published paper:
Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks
- An unpublished paper:
Swap curve construction for insurance pricing, based on no arbitrage short rate models
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A TeX template for creating a manuscript: Link to TeX template
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The full text: Link to full text
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