Neural networks, the treasury yield curve, and recession forecasting
Michael Puglia and Adam Tucker
| Year of publication: |
2021
|
|---|---|
| Authors: | Puglia, Michael ; Tucker, Adam |
| Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 2, p. 149-175
|
| Subject: | Fixed income and structured finance | big data/machine learning | financial crises and financial market history | Finanzmarkt | Financial market | Zinsstruktur | Yield curve | Finanzkrise | Financial crisis | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Anleihe | Bond | Konjunktur | Business cycle | Öffentliche Anleihe | Public bond | Staatspapier | Government securities |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2021.1.061 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012519275