Marie Cottrell, Eric de Bodt, Philippe Grégoire. Analyzing shocks on the interest rate structure with Kohonen map. In Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, CIFEr 1996, New York City, USA, March 24-26, 1996. pages 162-167, IEEE, 1996. [doi]
Abstract is missing.