Passing on negative interest rates
نویسندگان
چکیده
منابع مشابه
Non-Negative Matrix Factorization and Term Structure of Interest Rates
Non-Negative Matrix Factorization (NNMF) is a technique for dimensionality reduction with a wide variety of applications from text mining to identification of concentrations in chemistry. NNMF deals with non-negative data and results in non-negative factors and factor loadings. Consequently, it is a natural choice when studying the term structure of interest rates. In this paper, NNMF is applie...
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ژورنال
عنوان ژورنال: International Journal of Management and Economics
سال: 2020
ISSN: 2299-9701
DOI: 10.2478/ijme-2020-0022