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Atkins, Philip J. orcid logoORCID: 0000-0002-5182-7863 and Cummins, Mark orcid logoORCID: 0000-0002-3539-8843 (2022) Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling. European Journal of Operational Research, 304 (3). pp. 1331-1348. ISSN 0377-2217

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