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Autoencoder-Based Three-Factor Model for the Yield Curve of Japanese Government Bonds and a Trading Strategy. (2020). Suimon, Yoshiyuki ; Izumi, Kiyoshi ; Matsushima, Hiroyasu ; Sakaji, Hiroki.
In: JRFM.
RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:82-:d:349570.

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  1. Machine learning vs deep learning in stock market investment: an international evidence. (2025). Zhang, Shibo ; Ma, Feng ; He, Feng ; Hao, Jing.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:348:y:2025:i:1:d:10.1007_s10479-023-05286-6.

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  2. Forecasting the yield curve for Poland with the PCA and machine learning. (2024). Kostyra, Tomasz Piotr.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:56:y:2024:i:4:p:459-478.

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  3. Modeling the Yield Curve of BRICS Countries: Parametric vs. Machine Learning Techniques. (2022). Castello, Oleksandr ; Resta, Marina.
    In: Risks.
    RePEc:gam:jrisks:v:10:y:2022:i:2:p:36-:d:743852.

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  4. Multiresolution Signal Processing of Financial Market Objects. (2022). Boier, Ioana.
    In: Papers.
    RePEc:arx:papers:2210.15934.

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  5. Predicting Gold and Silver Price Direction Using Tree-Based Classifiers. (2021). Sadorsky, Perry.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:198-:d:546254.

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  6. Constructing the Yield Curve for Sri Lankas Government Bond Market. (2021). Pathirannehelage, Kangara ; Liyanage, Dewundara.
    In: International Journal of Business and Economic Affairs (IJBEA).
    RePEc:aya:ijbeaa:2021:p:56-69.

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References

References cited by this document

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  62. Applying a macro-finance yield curve to UK quantitative Easing. (2014). Waters, Alex ; Chadha, Jagjit.
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