Analysis of the Term Structure of Major Currencies Using Principal Component Analysis and Autoencoders
Recently, machine-learning algorithms and existing financial data-analysis methods have been actively studied. Although the term structure of government bonds has been well-researched, the majority of studies only analyze the characteristics of one country in detail using one method. In this paper,...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-03-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/11/3/135 |