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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. (2018). A Comparison of Multitask and Single Task Learning with Artificial Neural Networks for Yield Curve Forecasting. Expert Systems with Applications
University of Southampton
Nunes, Manuel, Clemente Mendonca
c4d739f5-2a58-400e-8578-8acbe383ac64
Gerding, Enrico
d9e92ee5-1a8c-4467-a689-8363e7743362
McGroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Niranjan, Mahesan
5cbaeea8-7288-4b55-a89c-c43d212ddd4f
Nunes, Manuel, Clemente Mendonca
c4d739f5-2a58-400e-8578-8acbe383ac64
Gerding, Enrico
d9e92ee5-1a8c-4467-a689-8363e7743362
McGroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Niranjan, Mahesan
5cbaeea8-7288-4b55-a89c-c43d212ddd4f

Nunes, Manuel, Clemente Mendonca, 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. (2018). A Comparison of Multitask and Single Task Learning with Artificial Neural Networks for Yield Curve Forecasting. Expert Systems with Applications

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readme.txt - Dataset
Available under License Creative Commons Attribution.
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fullDataBloombergInfo.xlsx - Dataset
Available under License Creative Commons Attribution.
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fullDataBloombergInfo_AppendixA.pdf - Dataset
Available under License Creative Commons Attribution.
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More information

Published date: 2018
Organisations: School of Electronics and Computer Science, Agents, Interactions and Complexity, Banking and Finance, Vision, Learning and Control

Identifiers

Local EPrints ID: 425965
URI: http://eprints.soton.ac.uk/id/eprint/425965
PURE UUID: 09433bad-660a-4376-9e09-8f38e5c7d928
ORCID for Manuel, Clemente Mendonca 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

Catalogue record

Date deposited: 07 Nov 2018 17:31
Last modified: 11 Feb 2020 01:23

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Contributors

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

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