Estimating the Yield Curve Using Calibrated Radial Basis Function Networks

Gyu-Sik Han, Dae-Won Lee, Jaewook Lee. Estimating the Yield Curve Using Calibrated Radial Basis Function Networks. In Jun Wang, Xiaofeng Liao, Zhang Yi, editors, Advances in Neural Networks - ISNN 2005, Second International Symposium on Neural Networks, Chongqing, China, May 30 - June 1, 2005, Proceedings, Part II. Volume 3497 of Lecture Notes in Computer Science, pages 885-890, Springer, 2005. [doi]

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