{"id":"https://openalex.org/W57245633","doi":"https://doi.org/10.1007/978-1-4471-0151-2_16","title":"Yield Curve Modelling","display_name":"Yield Curve Modelling","publication_year":2002,"publication_date":"2002-01-01","ids":{"openalex":"https://openalex.org/W57245633","doi":"https://doi.org/10.1007/978-1-4471-0151-2_16","mag":"57245633"},"language":"en","primary_location":{"id":"doi:10.1007/978-1-4471-0151-2_16","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4471-0151-2_16","pdf_url":null,"source":{"id":"https://openalex.org/S4210236473","display_name":"Perspectives in neural computing","issn_l":"1431-6854","issn":["1431-6854"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Perspectives in Neural Computing","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025065173","display_name":"Sebastian Larsson","orcid":"https://orcid.org/0000-0001-5502-6775"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Sebastian Larsson","raw_affiliation_strings":["Econostat New Quant Ltd, Wargrave, UK"],"affiliations":[{"raw_affiliation_string":"Econostat New Quant Ltd, Wargrave, UK","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5025065173"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.02571861,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"133","last_page":"143"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9740999937057495,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9740999937057495,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9215999841690063,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/yield-curve","display_name":"Yield curve","score":0.8862193822860718},{"id":"https://openalex.org/keywords/maturity","display_name":"Maturity (psychological)","score":0.8082658052444458},{"id":"https://openalex.org/keywords/bond","display_name":"Bond","score":0.794854998588562},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6464408040046692},{"id":"https://openalex.org/keywords/yield","display_name":"Yield (engineering)","score":0.5613380670547485},{"id":"https://openalex.org/keywords/face","display_name":"Face (sociological concept)","score":0.5340256690979004},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.4990096092224121},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.45402178168296814},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.43661782145500183},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.41922762989997864},{"id":"https://openalex.org/keywords/work","display_name":"Work (physics)","score":0.4168474078178406},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.32183998823165894},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.18547028303146362},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1421414017677307},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.09056487679481506},{"id":"https://openalex.org/keywords/political-science","display_name":"Political science","score":0.07218599319458008},{"id":"https://openalex.org/keywords/sociology","display_name":"Sociology","score":0.054461270570755005},{"id":"https://openalex.org/keywords/mechanical-engineering","display_name":"Mechanical engineering","score":0.04599347710609436}],"concepts":[{"id":"https://openalex.org/C176230804","wikidata":"https://www.wikidata.org/wiki/Q205257","display_name":"Yield curve","level":3,"score":0.8862193822860718},{"id":"https://openalex.org/C101433766","wikidata":"https://www.wikidata.org/wiki/Q3543263","display_name":"Maturity (psychological)","level":2,"score":0.8082658052444458},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.794854998588562},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6464408040046692},{"id":"https://openalex.org/C134121241","wikidata":"https://www.wikidata.org/wiki/Q899301","display_name":"Yield (engineering)","level":2,"score":0.5613380670547485},{"id":"https://openalex.org/C2779304628","wikidata":"https://www.wikidata.org/wiki/Q3503480","display_name":"Face (sociological concept)","level":2,"score":0.5340256690979004},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4990096092224121},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.45402178168296814},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.43661782145500183},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.41922762989997864},{"id":"https://openalex.org/C18762648","wikidata":"https://www.wikidata.org/wiki/Q42213","display_name":"Work (physics)","level":2,"score":0.4168474078178406},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.32183998823165894},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.18547028303146362},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1421414017677307},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.09056487679481506},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.07218599319458008},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.054461270570755005},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.04599347710609436},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C36289849","wikidata":"https://www.wikidata.org/wiki/Q34749","display_name":"Social science","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-1-4471-0151-2_16","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4471-0151-2_16","pdf_url":null,"source":{"id":"https://openalex.org/S4210236473","display_name":"Perspectives in neural computing","issn_l":"1431-6854","issn":["1431-6854"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Perspectives in Neural Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W1485851347","https://openalex.org/W1583342183","https://openalex.org/W3125893372","https://openalex.org/W3124524978","https://openalex.org/W2478616437","https://openalex.org/W3202174583","https://openalex.org/W2476397334","https://openalex.org/W2803792923","https://openalex.org/W2490018773","https://openalex.org/W2471714092"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}