Mapping interest rate projections using neural networks under cointegration: an application from stress testing approaches. - Nikolas Stege; Christoph Wegener; Tobias Basse; Frederik Kunze (IML, 2017)

Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises. - Nikolas Stege; Christoph Wegener; Tobias Basse; Frederik Kunze (Ann. Oper. Res., 2021)