We propose an algorithm which predicts each subsequent time step relative to the previous timestep of intractable short rate model (when adjusted for drift and overall distribution of previous percentile result) and show that the method achieves superior outcomes to the unbiased estimate both on the trained dataset and different validation data.

翻译：我们提出一种算法，该算法根据短期利率模型（在调整漂移项及先前分位数结果整体分布后）的先前时间步，预测每个后续时间步，并表明该方法在训练数据集和不同验证数据上均取得了优于无偏估计的效果。