11 citations · 12 across the 2 of their papers we have counts for
2 papers
physics.data-an2007★ 1 cited
Classification of interest rate curves using Self-Organising Maps
M. Kanevski, M. Maignan, V. Timonin +1
The present study deals with the analysis and classification of interest rate curves. Interest rate curves (IRC) are the basic financial curves in many different fields of economic…
q-fin.ST2007★ 11 cited
Interest rates mapping
M. Kanevski, M. Maignan, A. Pozdnoukhov +1
The present study deals with the analysis and mapping of Swiss franc interest rates. Interest rates depend on time and maturity, defining term structure of the interest rate curves…