Forecasting Interest Rates from the Term Structure: Support Vector Machines Vs Neural Networks
Interest rate forecasting is one of the most challenging tasks in modern nance and economics. Several studies, examining dierent factors and statistical models, have been employed, however they often failed to beat a simple random walk. This study suggests the use of nonlinear, nonparametric mode...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2008
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| Online Access: | https://eprints.nottingham.ac.uk/22097/ |