3 Discussion Papers

• 26-007/III - Self-driving neural networks for term structure modeling

  Authors: Sicco Kooiker, Vrije Universiteit Amsterdam; Janneke van Brummelen, Vrije Universiteit Amsterdam; Julia Schaumburg, Vrije Universiteit Amsterdam; Marcin Zamojski, Vrije Universiteit Amsterdam

  Date: February 26, 2026

• 26-004/III - Dynamic Regularized Parametric Portfolio Policies

  Authors: Bram van Os, Vrije Universiteit Amsterdam; Rasmus Lönn, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam

  Date: January 21, 2026

• 26-002/III - Estimation and inference for the persistence of extremely high temperatures

  Authors: Juan Juan Cai, Vrije Universiteit Amsterdam; Yicong Lin, Vrije Universiteit Amsterdam; Julia Schaumburg, Vrije Universiteit Amsterdam; Chenhui Wang, Vrije Universiteit Amsterdam

  Date: January 09, 2026