Using change-point detection to support artificial neural networks for interest rates forecasting

@inproceedings{Oh2000UsingCD,
  title={Using change-point detection to support artificial neural networks for interest rates forecasting},
  author={Kyong Jo Oh and Ingoo Han},
  year={2000}
}
Interest rates are one of the most closely watched variables in the economy. They have been studied by a number of researchers as 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 owing to the monetary policy of the US government. The basic… CONTINUE READING