The University of Southampton
×
Filter your search:
University of Southampton Institutional Repository

Dataset for "A Comparison of Multitask and Single Task Learning with Artificial Neural Networks for Yield Curve Forecasting"

Dataset for "A Comparison of Multitask and Single Task Learning with Artificial Neural Networks for Yield Curve Forecasting"
Dataset for "A Comparison of Multitask and Single Task Learning with Artificial Neural Networks for Yield Curve Forecasting"
Dataset for: Nunes, M., Gerding, E., McGroarty, F., & Niranjan, M. (2019). A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting. Expert Systems with Applications, 119, 362-375 DOI: https://doi.org/10.1016/j.eswa.2018.11.012
University of Southampton
Nunes, Manuel
af597793-a85a-463c-9d12-0ae4be7e0a69
Gerding, Enrico
d9e92ee5-1a8c-4467-a689-8363e7743362
McGroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Niranjan, Mahesan
5cbaeea8-7288-4b55-a89c-c43d212ddd4f
Nunes, Manuel
af597793-a85a-463c-9d12-0ae4be7e0a69
Gerding, Enrico
d9e92ee5-1a8c-4467-a689-8363e7743362
McGroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Niranjan, Mahesan
5cbaeea8-7288-4b55-a89c-c43d212ddd4f

Nunes, Manuel, Gerding, Enrico, McGroarty, Frank and Niranjan, Mahesan (2018) Dataset for "A Comparison of Multitask and Single Task Learning with Artificial Neural Networks for Yield Curve Forecasting". University of Southampton doi:10.5258/SOTON/D0450 [Dataset]

Record type: Dataset

Abstract

Dataset for: Nunes, M., Gerding, E., McGroarty, F., & Niranjan, M. (2019). A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting. Expert Systems with Applications, 119, 362-375 DOI: https://doi.org/10.1016/j.eswa.2018.11.012

Text
readme.txt - Dataset
Available under License Creative Commons Attribution.
Download (1kB)
Spreadsheet
fullDataBloombergInfo.xlsx - Dataset
Available under License Creative Commons Attribution.
Download (64kB)
Text
fullDataBloombergInfo_AppendixA.pdf - Dataset
Available under License Creative Commons Attribution.
Download (40kB)

More information

Published date: 2018
Related URLs:
Organisations: School of Electronics and Computer Science, Agents, Interactions and Complexity, Banking and Finance, Vision, Learning and Control
Learn more about Agents, Interactions and Complexity research Learn more about Vision, Learning and Control research

Identifiers

Local EPrints ID: 425965
URI: http://eprints.soton.ac.uk/id/eprint/425965
DOI: doi:10.5258/SOTON/D0450
PURE UUID: 09433bad-660a-4376-9e09-8f38e5c7d928
ORCID for Manuel Nunes: ORCID iD orcid.org/0000-0002-7116-5502
ORCID for Enrico Gerding: ORCID iD orcid.org/0000-0001-7200-552X
ORCID for Frank McGroarty: ORCID iD orcid.org/0000-0003-2962-0927
ORCID for Mahesan Niranjan: ORCID iD orcid.org/0000-0001-7021-140X

Catalogue record

Date deposited: 07 Nov 2018 17:31
Last modified: 08 Nov 2023 03:05

Export record

Altmetrics

Contributors

Creator: Manuel Nunes ORCID iD
Creator: Enrico Gerding ORCID iD
Creator: Frank McGroarty ORCID iD
Creator: Mahesan Niranjan ORCID iD

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Library staff additional information
Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×