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2022
Atkins, Philip J. 
ORCID: 0000-0002-5182-7863 and Cummins, Mark ORCID: 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