Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression
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| Autori: | , |
|---|---|
| Natura: | artículo preliminar |
| Data di pubblicazione: | 2017 |
| Descrizione: | El trabajo ha sido sometido a publicación en Springer-Verlag, Lecture Notes on Computer Science Series. |
| Stato: | Kérwá |
| Istituzione: | Universidad de Costa Rica |
| Repositorio: | Kérwá |
| OAI Identifier: | oai:kerwa.ucr.ac.cr:10669/73442.2 |
| Accesso online: | 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 |