@article{article08b8d51d,
title   = {Learning forecast-efficient yield curve factor decompositions with neural networks},
author = {Kauffmann, Piero Conti and Takada, Hellinton Hatsuo and Terada, Ana Paula Takahashi and Stern, Julio Michael},
year = {2022},
doi = {10.3390/econometrics10020015},
journal   = {Econometrics}
}