What Drives Short Rate Dynamics? A Functional Gradient Descent Approach

Computational Economics - Netherlands
doi 10.1007/s10614-011-9310-y
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Learning Rate Adaptation in Stochastic Gradient Descent

Advances in Convex Analysis and Global Optimization
2001English

What Drives the Global Interest Rate

SSRN Electronic Journal
2015English

Empirical Pricing Kernel Estimation Using a Functional Gradient Descent Algorithm Based on Splines

SSRN Electronic Journal
2012English

Functional Connectivity Dynamics Slow With Descent From Wakefulness to Sleep

PLoS ONE
Multidisciplinary
2019English

Gradient Descent Approach for Secure Localization in Resource Constrained Wireless Sensor Networks

2010English

Volatility Estimation With Functional Gradient Descent for Very High-Dimensional Financial Time Series

Journal of Computational Finance
Applied MathematicsComputer Science ApplicationsFinance
2003English

What Drives Heterogeneity in Foreign Exchange Rate Expectations: Insights From a New Survey

International Journal of Finance and Economics
AccountingEconomicsEconometricsFinance
2008English

What Drives the Latitudinal Gradient in Open Ocean Surface Dissolved Inorganic Carbon Concentration?

2018English

What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach

SSRN Electronic Journal
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy