Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise (Q6124385)
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scientific article; zbMATH DE number 7825759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise |
scientific article; zbMATH DE number 7825759 |
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Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise (English)
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27 March 2024
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Vasicek model
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colored noise
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change-points detection
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PELT
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bifurcation
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structural break
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catastrophe
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