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Journal: J. Risk Financial Manag., 2020
Volume: 13
Number: 82

Article: Autoencoder-Based Three-Factor Model for the Yield Curve of Japanese Government Bonds and a Trading Strategy
Authors: by Yoshiyuki Suimon, Hiroki Sakaji, Kiyoshi Izumi and Hiroyasu Matsushima
Link: https://www.mdpi.com/1911-8074/13/4/82

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