Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression
Gorde:
| Egileak: | , |
|---|---|
| Formatua: | artículo preliminar |
| Argitaratze data: | 2017 |
| Deskribapena: | El trabajo ha sido sometido a publicación en Springer-Verlag, Lecture Notes on Computer Science Series. |
| Herria: | Kérwá |
| Erakundea: | Universidad de Costa Rica |
| Repositorio: | Kérwá |
| OAI Identifier: | oai:kerwa.ucr.ac.cr:10669/73442.2 |
| Sarrera elektronikoa: | https://arxiv.org/abs/2001.00920 https://hdl.handle.net/10669/73442.2 |
| Gako-hitza: | Yield curve Nelson-Siegel model Svensson model Ant colony Genetic algorithm Particle swarm Simulated annealing |