Kanevski, M.; Maignan, M.; Pozdnoukhov, A.; Timonin, V. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 15, pp. 3897-3903
The present study deals with the analysis and mapping of Swiss franc interest rates. Interest rates depend on time and maturity, defining term structure of the interest rate curves (IRC). In the present study IRC are considered in a two-dimensional feature space–time and maturity. Exploratory...