Open AccessMachine Learning Vasicek Model Calibration with Gaussian Processes
Author(s) -
João Beleza Sousa,
Manuel L. Esquível,
Raquel M. Gaspar
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1724906
Subject(s) - vasicek model , calibration , artificial intelligence , computer science , gaussian process , gaussian , machine learning , mathematics , statistics , physics , economics , finance , quantum mechanics , bond
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