Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft). - Greg Kirczenow; Ali Fathi; Matt Davison 001 (CoRR, 2018)

Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds. - Greg Kirczenow; Masoud Hashemi; Ali Fathi; Matt Davison 001 (CoRR, 2018)