Second generation wavelet transforms of yield curve shifts Conference

Barber, JR, Copper, ML. (2005). Second generation wavelet transforms of yield curve shifts . 895-898.

keywords

  • Computer Science
  • Computer Science, Artificial Intelligence
  • Computer Science, Information Systems
  • Computer Science, Interdisciplinary Applications
  • Science & Technology
  • Technology
  • wavelets
  • yield curve modeling

Location

  • Salt Lake City, UT

Conference

  • 8th Joint Conference on Information Sciences (JCIS 2005)

publisher

  • JOINT CONFERENCE INFORMATION SCIENCES

start page

  • 895

end page

  • 898