Term structure forecasting using SVR

Dias, Marina Sequeiros; Lopes, Helio Côrtes Vieira; Vereda, Luciano

by Marina Sequeiros Dias, Helio Côrtes Vieira Lopes, Luciano Vereda

Reference:

Term structure forecasting using SVR (Marina Sequeiros Dias, Helio Côrtes Vieira Lopes, Luciano Vereda), In Book of Abstracts of the 11th International Congress on Insurance: Mathematics and Economics, University of Pereus, 2007.

Bibtex Entry:

@InProceedings{lopes_publication-206,
  author = 	{Dias, Marina Sequeiros
		and Lopes, Helio C{\^o}rtes Vieira
		and Vereda, Luciano},
  title = 	{Term structure forecasting using SVR},
  booktitle = 	{Book of Abstracts of the 11th International Congress on Insurance: Mathematics and Economics},
  year = 	{2007},
  publisher = 	{University of Pereus},
  address = 	{Pereus}
}