Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression
Kaydedildi:
| Yazarlar: | , |
|---|---|
| Materyal Türü: | artículo preliminar |
| Yayın Tarihi: | 2017 |
| Diğer Bilgiler: | El trabajo ha sido sometido a publicación en Springer-Verlag, Lecture Notes on Computer Science Series. |
| Ülke: | Kérwá |
| Kurum: | Universidad de Costa Rica |
| Repositorio: | Kérwá |
| OAI Identifier: | oai:kerwa.ucr.ac.cr:10669/73442.2 |
| Online Erişim: | https://arxiv.org/abs/2001.00920 https://hdl.handle.net/10669/73442.2 |
| Anahtar Kelime: | Yield curve Nelson-Siegel model Svensson model Ant colony Genetic algorithm Particle swarm Simulated annealing |