Recurrent artificial neural networks for forecasting of forward interest rates

Bouchra Bouqata, Amine Bensaid, Ralph Palliam. Recurrent artificial neural networks for forecasting of forward interest rates. In International Joint Conference Neural Networks, IJCNN 1999, Washington, DC, USA, July 10-16, 1999. pages 3894-3897, IEEE, 1999. [doi]

Abstract

Abstract is missing.