Mahesan Niranjan

University of Southampton - Department of Electronics and Computer Science

Southampton

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

491

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Artificial Neural Networks in Fixed Income Markets for Yield Curve Forecasting

Number of pages: 13 Posted: 23 Mar 2018
University of Southampton - Department of Electronics and Computer Science, University of Southampton - School of Electronics and Computer Science (ECS), University of Southampton - Southampton Business School and University of Southampton - Department of Electronics and Computer Science
Downloads 431 (67,018)
Citation 1

Abstract:

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machine learning, neural network, multitask learning, yield curve forecasting, yield forecasting, bond market

2.

The Memory Advantage of Long Short-Term Memory Networks for Bond Yield Forecasting

Number of pages: 13 Posted: 12 Jul 2019
University of Southampton - Department of Electronics and Computer Science, University of Southampton - School of Electronics and Computer Science (ECS), University of Southampton - Southampton Business School and University of Southampton - Department of Electronics and Computer Science
Downloads 60 (359,173)

Abstract:

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machine learning, multilayer perceptron, recurrent neural network, long short-term memory network, yield forecasting, bond market