Nunes, Manuel, Clemente Mendonca, Gerding, Enrico, McGroarty, Frank and Niranjan, Mahesan (2018) Dataset for "A Comparison of Multitask and Single Task Learning with Artificial Neural Networks for Yield Curve Forecasting". University of Southampton doi:10.5258/SOTON/D0450 [Dataset]
Nunes, Manuel, Gerding, Enrico, McGroarty, Frank and Niranjan, Mahesan (2019) A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting. Expert Systems with Applications, 119, 362-375. (doi:10.1016/j.eswa.2018.11.012).
Nunes, Manuel Clemente Mendonca, Gerding, Enrico, McGroarty, Frank and Niranjan, Mahesan (2020) LSTM-LagLasso for bond yield forecasting: Peeping into the long short-term memory networks' black box. Workshop on Advancing Machine Learning in Finance, Insurance and Economics, Cass Business School and University of Glasgow, London, United Kingdom. 17 Jan 2020. (doi:10.13140/RG.2.2.10212.53129).
Nunes, Manuel Clemente Mendonca, Gerding, Enrico, McGroarty, Frank and Niranjan, Mahesan (2019) The memory advantage of long short-term memory networks for bond yield forecasting. International Conference on Forecasting Financial Markets, Venice, Italy, Ca' Foscari University of Venice, Venice, Italy. 19 - 21 Jun 2019. (In Press)