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
相关论文
共 50 条
  • [21] Conventional aircraft inverse model using neural networks
    Lin, Jing-Yu
    Lin, Qing-Yu
    Xitong Fangzhen Xuebao / Journal of System Simulation, 2006, 18 (08): : 2082 - 2085
  • [22] Inversion of a velocity model using artificial neural networks
    Moya, Aaron
    Irikura, Kojiro
    COMPUTERS & GEOSCIENCES, 2010, 36 (12) : 1474 - 1483
  • [23] Neutralization Technique Model Using Artificial Neural Networks
    Addaci, R.
    Staraj, R.
    Hamdiken, N.
    Fortaki, T.
    2012 24TH INTERNATIONAL CONFERENCE ON MICROELECTRONICS (ICM), 2012,
  • [24] Model reference control using CMAC neural networks
    Duysak, Alpaslan
    Unsal, Abdurrahman
    Schiano, Jeffrey L.
    ARTIFICIAL NEURAL NETWORKS - ICANN 2007, PT 2, PROCEEDINGS, 2007, 4669 : 670 - +
  • [25] Bankruptcy Prediction Using Cerebellar Model Neural Networks
    Chung, Chang-Chih
    Chen, Tsung-Shih
    Lin, Lee-Hsuan
    Lin, Yu-Chen
    Lin, Chih-Min
    INTERNATIONAL JOURNAL OF FUZZY SYSTEMS, 2016, 18 (02) : 160 - 167
  • [26] Possibilities of a surrogate fire model by using neural networks
    Lazaro, D.
    Puente, E.
    Lazaro, M.
    Capote, J. A.
    Alvear, D.
    REVISTA INTERNACIONAL DE METODOS NUMERICOS PARA CALCULO Y DISENO EN INGENIERIA, 2013, 29 (03): : 129 - 134
  • [27] Dynamic model of manoeuvrability using Recursive Neural Networks
    Moreira, L
    Soares, CG
    OCEAN ENGINEERING, 2003, 30 (13) : 1669 - 1697
  • [28] Using neural networks in cost model development process
    Wang, Q
    Stockton, DJ
    Baguley, P
    ADVANCES IN MANUFACTURING TECHNOLOGY - XIV, 2000, : 59 - 63
  • [29] Model based control using artificial neural networks
    Li, Y
    Rad, AB
    Wong, YK
    Chan, HS
    PROCEEDINGS OF THE 1996 IEEE INTERNATIONAL SYMPOSIUM ON INTELLIGENT CONTROL, 1996, : 283 - 288
  • [30] Phase space prediction model using neural networks
    Li, KP
    Chen, TL
    COMMUNICATIONS IN THEORETICAL PHYSICS, 2002, 38 (03) : 313 - 316
12345