Agency MBS Prepayment Model Using Neural Networks

被引：0
|
作者：
Zhang, Jiawei [1 ]
Zhao, Xiaojian [2 ]
Zhang, Joy [1 ]
Teng, Fei [3 ]
Lin, Siyu [3 ]
Li, Hongyuan Henry [3 ]
机构：
[1] MSCI, Securitized Prod Res, New York, NY 10007 USA
[2] Ernst & Young LLP, Adv Analyt, New York, NY USA
[3] Ernst & Young LLP, Quantitat Advisory Serv, New York, NY USA
来源：
JOURNAL OF STRUCTURED FINANCE | 2019年 / 24卷 / 04期
关键词：
D O I：
10.3905/jsf.2019.24.4.017
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：17 / 33
页数：17
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