splineyield curveexcelThis paper details a method for estimating a zero-coupon yield curve using a set of securities data. The approach uses a McCullough cubic spline and can be estidoi:10.2139/ssrn.1489823Scott, Robert BSocial Science Electronic Publishing...
yield curveheterogenous preferencesLengwiler (2005) presents a model of an endowment economy in which economic actors have different degrees of patience. The model implies that the social discount rate declines as the time horizon increases and that the resulting term structure of the interest rate ...
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Table 5 Model training time. Full size table Figure 8 illustrates the loss change curve during the training process of the GRU-Informer model. The loss values rapidly decrease from 0 to 100 rounds, and the rate of descent slows down from 100 to 500 rounds, indicating that the model is con...
designed for real-time single-proton counting. These perovskite scintillators exhibit exceptional sensitivity, with a high light yield (~100,000 photons per MeV) when subjected to proton beams. This enhanced sensitivity is attributed to radiative emission from biexcitons generated through proton-indu...
Quantitative real-time PCR (qPCR) is becoming increasingly important for DNA genotyping and gene expression analysis. For continuous monitoring of the production of PCR amplicons DNA-intercalating dyes are widely used. Recently, we have introduced a new qPCR mix which showed improved amplification of ...
Although the worker knows his or her nominal wage, the price level is not evident at the time the worker makes the decision to work. Denote the logarithm of the nominal wage by W and the logarithm of the price level by p. Suppose that wage and prices are governed by the following ...
Nelson–Siegel yield factor modelUncertainty and RiskMacroeconomic forecastingFinancial marketsForecasts combinationWe generalize the arbitrage-free Nelson Siegel (AFNS) model to allow λt to vary over time. We find that the time-varying λt, which determines the relative factor loadings, typically ...
Yield curvesemi-parametriceigenvalueseigenvectorsIn this paper, we show how to evolve a yield curve over time horizons of the order of years using a simple but effective semi-parametric method. The proposed tedoi:10.21314/JOR.2005.111Riccardo Rebonato...
Recent advances in label-free virtual histology promise a new era for real-time molecular diagnosis in the operating room and during biopsy procedures. To take full advantage of the rich, multidimensional information provided by these technologies, reproducible and reliable computational tools that could...