5 citations · 5 across the 2 of their papers we have counts for
2 papers
stat.ML2024★ 5 cited
Multiple Yield Curve Modeling and Forecasting using Deep Learning
Ronald Richman, Salvatore Scognamiglio
This manuscript introduces deep learning models that simultaneously describe the dynamics of several yield curves. We aim to learn the dependence structure among the different yiel…
stat.ML2021
Calibrating the Lee-Carter and the Poisson Lee-Carter models via Neural Networks
Salvatore Scognamiglio
This paper introduces a neural network approach for fitting the Lee-Carter and the Poisson Lee-Carter model on multiple populations. We develop some neural networks that replicate…