@article{machinelearningforyieldcurvefeature1,
  title = {Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds},
  author = {Kirczenow Greg and Hashemi Masoud and Fathi Ali and Davison Matt},
  year = {2018},
  eprint = {1812.01102},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1812.01102v1},
}