Forecasting Interest Rates from the Term Structure: Support Vector Machines Vs Neural Networks

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...

Full description

Bibliographic Details
Main Author: Jacovides, Andreas
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2008
Subjects:
interest rates
support vector machines
neural networks
term structure
spot rates
artificial intelligence
Online Access:https://eprints.nottingham.ac.uk/22097/

Similar Items

Similar Items