Artificial Neural Networks supported by Change-Point Detection for Interest Rates Forecasting

Abstract

Interest rates are one of the most closely watched variables in the economy. They have been studied by a number of researchers since they strongly affect other economic and financial parameters. Contrary to other chaotic financial data, the movement of interest rates has a series of change points due to the monetary policy of the U.S. government. The basic… (More)

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Cite this paper

@inproceedings{Oh2000ArtificialNN, title={Artificial Neural Networks supported by Change-Point Detection for Interest Rates Forecasting}, author={Kyong Joo Oh and Ingoo Han}, year={2000} }