Ye Ye

Stanford University

Stanford, CA 94305

United States

SCHOLARLY PAPERS

2

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Top 24,228

in Total Papers Downloads

4,362

TOTAL CITATIONS

7

Scholarly Papers (2)

1.

Stripping the Discount Curve — a Robust Machine Learning Approach

Swiss Finance Institute Research Paper No. 22-24, Forthcoming, Management Science
Number of pages: 101 Posted: 15 Mar 2022 Last Revised: 08 Nov 2024
École Polytechnique Fédérale de Lausanne (EPFL), Stanford University - Department of Management Science & Engineering and Stanford University
Downloads 2,674 (10,663)
Citation 5

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yield curve estimation, U.S. Treasury securities, term structure of interest rates, non-parametric method, machine learning in finance, reproducing kernel Hilbert space

2.
Downloads 1,688 (22,055)
Citation 2

Shrinking the Term Structure

Swiss Finance Institute Research Paper No. 22-61
Number of pages: 82 Posted: 08 Aug 2022 Last Revised: 09 Aug 2024
École Polytechnique Fédérale de Lausanne (EPFL), Stanford University - Department of Management Science & Engineering and Stanford University
Downloads 1,677 (21,881)
Citation 2

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Term structure of interest rates, bond returns, factor space, U.S. Treasury securities, non-parametric method, principal components, machine learning in finance, reproducing kernel Hilbert space

Shrinking the Term Structure

NBER Working Paper No. w32472
Number of pages: 66 Posted: 21 May 2024
École Polytechnique Fédérale de Lausanne (EPFL), Stanford University - Department of Management Science & Engineering and Stanford University
Downloads 11 (1,220,502)
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