Classification of Interest Rates Curves Using Gaussian Mixture Model

Details

Serval ID
serval:BIB_BA91C347F8D4
Type
Inproceedings: an article in a conference proceedings.
Collection
Publications
Institution
Title
Classification of Interest Rates Curves Using Gaussian Mixture Model
Title of the conference
Econophysics Colloquium and beyond, Ancona, Italy, 27-29 September
Author(s)
Kanevski M., Maignan M., Timonin V., Pozdnoukhov A.
Publication state
Published
Issued date
2007
Pages
8
Language
english
Notes
Kanevski2007
Create date
25/11/2013 18:18
Last modification date
20/08/2019 16:28
Usage data