Recurrent Artificial Neural Networks (RANN) for forecasting of forward interest rates
There are numerous methods for estimating forward interest rates as well as many studies testing the accuracy of these methods. The approach proposed in this study is similar to the one in previous works in two respects: firstly, a Monte Carlo simulation is used instead of empirical data to circumve...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2000-12-01
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| Series: | South African Journal of Business Management |
| Online Access: | https://sajbm.org/index.php/sajbm/article/view/744 |