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LSTM-LagLasso for bond yield forecasting: Peeping into the long short-term memory networks' black box (2020)

First Author: Nunes M.

Attributed to: Machine Learning in Fixed Income Markets funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.13140/RG.2.2.10212.53129

Publication URI: https://doi.org/10.13140/RG.2.2.10212.53129

Type: Conference/Paper/Proceeding/Abstract