Understanding the complexities of the fine structure of interest rates: a Wasserstein barycenter learning approach.

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Bibliographic Details
Title: Understanding the complexities of the fine structure of interest rates: a Wasserstein barycenter learning approach.
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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Description
ISSN:09410643
DOI:10.1007/s00521-024-10202-5