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Journal: Econometrics, 2022
Volume: 10
Number: 15

Article: Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks
Authors: by Piero C. Kauffmann, Hellinton H. Takada, Ana T. Terada and Julio M. Stern
Link: https://www.mdpi.com/2225-1146/10/2/15

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