Machine learning treasury yields
Zura Kakushadze and Willie Yu
| Year of publication: |
2020
|
|---|---|
| Authors: | Kakushadze, Zura ; Yu, Willie |
| Published in: |
Bulletin of applied economics. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3728, ZDB-ID 2818826-3. - Vol. 7.2020, 1, p. 1-65
|
| Subject: | non-negative matrix factorization | NMF | clustering | k-means | Treasury | yield | machine learning | maturity | time series | out-of-sample | in-sample | weight | factor | exposure | source code | principal component | correlation | forecasting | interest rate | stability | level | slope | steepness | curvature | fixed income | term structure | yield curve | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Staatspapier | Government securities | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Rendite | Yield | Korrelation | Correlation | Anleihe | Bond | Öffentliche Anleihe | Public bond | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012807008