Forecasting of YTM Spreads of Government Bonds with Neural Network
碩士 === 國立臺灣大學 === 商學研究所 === 88 === This study empirically explores the predictive ability of Back Propagation Neural Networks (BPN) for the YTM spreads between Taiwan’s long- and short-term government bonds. Our analysis addresses this topic by using BPN to forecast the YTM spreads among government...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31148650706407148816 |