Uploaded March 2026 | Updated September 2026, 2 weeks ago

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Session 5 on time-variation and state dependence at the 2026 Forecasting Techniques conference.

Session chair: Malte Knüppel (Deutsche Bundesbank)

Self-Driving Neural Networks for Yield Curve Modelling
• Presenter: Sicco Kooiker (Vrije Universiteit Amsterdam)
• Janneke von Brummelen (Vrije Universiteit Amsterdam)
• Julia Schaumburg (Vrije Universiteit Amsterdam)
• Marcin Zamojski (Vrije Universiteit Amsterdam)
• Discussant: Sarah Mouabbi (Banque de France)

Watch all sessions from the conference:
youtube.com/playlist?list=PLnVAEZuF9FZnMPzsAhkMgCVdx7rdyS_uH&si=R6ydlLh8NsL54kZf

See the conference programme here: https://www.ecb.europa.eu/press/conferences/html/20260323_13th_conference_on_forecasting_techniques.en.html