Arbitrage-Free Bond and Yield Curve Forecasting with Neural Filters under HJM Constraints

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gao, Xiang, Hyndman, Cody
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Machine Learning Computational Finance 91G30 (Primary) 65C30, 60H30 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.17892