A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks Norman R. Swanson and Halbert White Journal of Business & Economic ...

We introduce the class of linear-rational term structure models in which the state price density is modeled such that bond prices become linear-rational functions of the factors. This class is highly ...

Among the most common techniques are linear regression, linear ridge regression, k-nearest neighbors regression, kernel ridge regression, Gaussian process regression, decision tree regression and ...