Understanding the complexities of the fine structure of interest rates: a Wasserstein barycenter learning approach.
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| Title: | Understanding the complexities of the fine structure of interest rates: a Wasserstein barycenter learning approach. |
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| Authors: | Mari, Carlo1, Baldassari, Cristiano2, cristiano.baldassari@unitus.it |
| Source: | Neural Computing & Applications; Nov2024, Vol. 36 Issue 31, p19291-19305, 15p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 09410643 |
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| DOI: | 10.1007/s00521-024-10202-5 |