Yield Curve Forecasting Poland
The article discusses the use of PCA and LSTM machine learning methods for predicting Poland's yield curve, with LSTM providing the most accurate results.
Featured in No. 61 on 15 Aug 2024 · on release day
- Released
- 15 Aug 2024
- First featured
- No. 61 · 15 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 16
- Identifier
- RePEc:nbp:nbpbik:v:56:y:2024:i:4:p:459-478
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).