Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression
Sparad:
| Författarna: | , |
|---|---|
| Materialtyp: | artículo preliminar |
| Utgivningstid: | 2017 |
| Beskrivning: | El trabajo ha sido sometido a publicación en Springer-Verlag, Lecture Notes on Computer Science Series. |
| Land: | Kérwá |
| Organisation: | Universidad de Costa Rica |
| Repositorio: | Kérwá |
| OAI Identifier: | oai:kerwa.ucr.ac.cr:10669/73442.2 |
| Länkar: | https://arxiv.org/abs/2001.00920 https://hdl.handle.net/10669/73442.2 |
| Nyckelord: | Yield curve Nelson-Siegel model Svensson model Ant colony Genetic algorithm Particle swarm Simulated annealing |