Results 41 to 50 of about 5,303,099 (211)
Deep Interest Context Network for Click-Through Rate
Applied Sciences, 2022 In recent years, the proposed Deep Interest Network (DIN), Deep Interest Evolution Network (DIEN) and Deep Session Interest Network (DSIN) have further developed click-through rate prediction models.
Mingting Yu +3 more
doaj +1 more source
Forecasting Interest Rates [PDF]
, 2013 Abstract This chapter discusses what the asset-pricing literature concludes about the forecastability of interest rates. It outlines forecasting methodologies implied by this literature, including dynamic, no-arbitrage term structure models and their macro-finance extensions.
openaire +4 more sources
PERILAKU SUKU BUNGA PERBANKAN DI INDONESIA
Jurnal Pendidikan Ekonomi dan Bisnis (JPEB), 2016 Tujuan dari makalah ini adalah untuk mengetahui derajad pass through pada perubahan suku bunga acuan, melihat efisiensi perbankan dan mengamati perilaku perbankan simetris atau asymetris terhadap suku bunga acuan.
Ratu Nabila Saras Putri
doaj
Soft Retargeting Network for Click Through Rate Prediction [PDF]
arXiv, 2022 The study of user interest models has received a great deal of attention in click through rate (CTR) prediction recently. These models aim at capturing user interest from different perspectives, including user interest evolution, session interest, multiple interests, etc.
arxiv
Quantum Computation for Pricing Caps using the LIBOR Market Model [PDF]
arXiv, 2022 The LIBOR Market Model (LMM) is a widely used model for pricing interest rate derivatives. While the Black-Scholes model is well-known for pricing stock derivatives such as stock options, a larger portion of derivatives are based on interest rates instead of stocks.
arxiv
Classification of interest rate curves using Self-Organising Maps [PDF]
arXiv, 2007 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 economics and finance. They are extremely important tools in banking and financial risk management problems.
arxiv
Interest Rate Convergence in Bangladesh
The International Journal of Banking and Finance, 2012 Financial liberalization, a widely-accepted policy paradigm since the 1980s, aims to remove financial repression and thus establish an efficient financial sector as a pre-requisite for financial development.
Dewan M. Rahman, Kohinur Akter
doaj
VARIATION ANALYSIS ON NATIONAL STANDARD INTEREST RATE
Future Studies Research Journal: Trends and Strategies, 2012 This study’s main objective is to analyse an econometric model for forecasting purposes concerning the interest rate which is adopted as standard reference within the Brazilian economy, namely, the Actual-Selic rate, so as to verify the feasibility of ...
Michel Ferreira Cardia Haddad
doaj +1 more source
Generating Interest Rate Stress Scenarios
Revista Brasileira de Finanças, 2011 This article describes the use of the Heath-Jarrow-Morton framework to generate stress scenarios for the term structure of the interest rate. By means of principal component analysis it is possible to reduce the dimensions of the problem and create a ...
Mariela Fernández, Alan De Genaro Dario
doaj
Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades [PDF]
arXiv, 2013 The currency carry trade is the investment strategy that involves selling low interest rate currencies in order to purchase higher interest rate currencies, thus profiting from the interest rate differentials. This is a well known financial puzzle to explain, since assuming foreign exchange risk is uninhibited and the markets have rational risk-neutral
arxiv