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20242026
most citedMultiple Yield Curve Modeling and Forecasting using Deep Learning

5 citations · 5 across the 9 of their papers we have counts for

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stat.ML2025

Tree-like Pairwise Interaction Networks

Ronald Richman, Salvatore Scognamiglio, Mario V. Wüthrich

Modeling feature interactions in tabular data remains a key challenge in predictive modeling, for example, as used for insurance pricing. This paper proposes the Tree-like Pairwise…

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…