@article{machinelearningforyieldcurvefeature,
  title = {Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft)},
  author = {Greg Kirczenow and Ali Fathi and Matt Davison},
  year = {2018},
  eprint = {1806.01731},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1806.01731v1},
}