A differential evolution algorithm for yield curve estimation

DOI10.1016/J.MATCOM.2016.04.004OpenAlexW2404894666MaRDI QIDQ2228852

Fernando Gomide, Rosangela Ballini, Leandro Maciel

Publication date: 19 February 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2016.04.004

zbMATH Keywords

optimizationinterest ratefinanceyield curvedifferential evolution

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• JADE

Cites Work

• Unnamed Item
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