Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression
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| Authors: | , |
|---|---|
| Format: | artículo preliminar |
| Publication Date: | 2017 |
| Description: | El trabajo ha sido sometido a publicación en Springer-Verlag, Lecture Notes on Computer Science Series. |
| Country: | Kérwá |
| Institution: | Universidad de Costa Rica |
| Repositorio: | Kérwá |
| OAI Identifier: | oai:kerwa.ucr.ac.cr:10669/73442.2 |
| Online Access: | https://arxiv.org/abs/2001.00920 https://hdl.handle.net/10669/73442.2 |
| Keyword: | Yield curve Nelson-Siegel model Svensson model Ant colony Genetic algorithm Particle swarm Simulated annealing |