Yield curve fitting with artificial intelligence : a comparison of standard fitting methods with artificial intelligence algorithms

Achim Posthaus

Year of publication:	2019
Authors:	Posthaus, Achim
Published in:	The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 22.2018/2019, 5, p. 1-23
Subject:	artificial intelligence (AI) \| yield curve \| fitting \| splines \| Nelson-Siegel-Svensson (NSS) model \| overnight index swap (OIS) \| Künstliche Intelligenz \| Artificial intelligence \| Zinsstruktur \| Yield curve \| Theorie \| Theory

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