Colombian paper recommends using neural networks in yield curve forecasts

brain86

Neural networks - a method of processing that mirrors the human brain - can help forecast yield curves, according to a working paper published by the Central Bank of Colombia today.

The paper - Forecasting Latin-American yield curves: An artificial neural network approach, by Daniel Vela - explores the predictive power of different methodologies used to forecast yield curves in Colombia, Mexico, Peru and Chile.

Neural networks, characterised by a high degree of interconnection, are "an analogy

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: