papers
Publications (2)
q-fin.MF2018
Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft)
Greg Kirczenow, Ali Fathi, Matt Davison
q-fin.ST2018
Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds
Greg Kirczenow, Masoud Hashemi, Ali Fathi +1