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
  • [41] Cost model development using artificial neural networks
    Wang, Q
    Stockton, D
    AIRCRAFT ENGINEERING AND AEROSPACE TECHNOLOGY, 2001, 73 (06): : 536 - 541
  • [42] Tracer model identification using artificial neural networks
    Akin, S
    WATER RESOURCES RESEARCH, 2005, 41 (10) : W10421 - 1
  • [43] MODEL-PREDICTIVE CONTROL USING NEURAL NETWORKS
    DRAEGER, A
    ENGELL, S
    RANKE, H
    IEEE CONTROL SYSTEMS MAGAZINE, 1995, 15 (05): : 61 - 66
  • [44] USING NEURAL NETWORKS TO MODEL PERSONALITY-DEVELOPMENT
    GONZALEZHEYDRICH, J
    MEDICAL HYPOTHESES, 1993, 41 (02) : 123 - 130
  • [45] River flow model using artificial neural networks
    Aichouri, Imen
    Hani, Azzedine
    Bougherira, Nabil
    Djabri, Larbi
    Chaffai, Hicham
    Lallahem, Sami
    INTERNATIONAL CONFERENCE ON TECHNOLOGIES AND MATERIALS FOR RENEWABLE ENERGY, ENVIRONMENT AND SUSTAINABILITY -TMREES15, 2015, 74 : 1007 - 1014
  • [46] A Predictive Maintenance Model Using Recurrent Neural Networks
    Rivas, Alberto
    Fraile, Jesus M.
    Chamoso, Pablo
    Gonzalez-Briones, Alfonso
    Sitton, Ines
    Corchado, Juan M.
    14TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING MODELS IN INDUSTRIAL AND ENVIRONMENTAL APPLICATIONS (SOCO 2019), 2020, 950 : 261 - 270
  • [47] Geoacoustic model inversion using artificial neural networks
    Benson, J
    Chapman, NR
    Antoniou, A
    INVERSE PROBLEMS, 2000, 16 (06) : 1627 - 1639
  • [48] Using neural networks to model conditional multivariate densities
    Williams, PM
    NEURAL COMPUTATION, 1996, 8 (04) : 843 - 854
  • [49] Bankruptcy Prediction Using Cerebellar Model Neural Networks
    Chang-Chih Chung
    Tsung-Shih Chen
    Lee-Hsuan Lin
    Yu-Chen Lin
    Chih-Min Lin
    International Journal of Fuzzy Systems, 2016, 18 : 160 - 167
  • [50] Nonlinear model identification using soft neural networks
    Zhang, YQ
    WORLD MULTICONFERENCE ON SYSTEMICS, CYBERNETICS AND INFORMATICS, VOL 1, PROCEEDINGS: ISAS '98, 1998, : 672 - 678
12345