Deep Learning Approaches in Interest Rate Forecasting

• المؤلفون الرئيسيون: Bata, Halle Megan L, Victoria, Mark Jayson A, Alvarez, Wynnona Chezska B, De Lara-Tuprio, Elvira, Allado, Armin Paul D
• التنسيق: text
• منشور في: Archīum Ateneo 2024
• الموضوعات: Pitch; Data science; Financial economics; Deep learning; Artificial neural networks; Machine learning; Learning models; Applied Mathematics; Data Science; Economics; Macroeconomics; Physical Sciences and Mathematics; Social and Behavioral Sciences
• الوصول للمادة أونلاين: https://archium.ateneo.edu/mathematics-faculty-pubs/288; https://doi.org/10.1063/5.0231027

Interest rates are among the most important macroeconomic factors considered by financial market participants, both government and private entities, when making investment and policy decisions. Pricing and valuation of financial securities rely heavily on both current and future interest rates, amon...