Treasury Bond Price and Yield Curve Prediction via No Arbitrage Arguments and Machine Learning
Year of publication: |
[2022]
|
---|---|
Authors: | Zhang, Weiping ; Yang, Qing ; Tian, Ruyan ; Ye, Tingting ; Yao, WeiLiang ; Zhang, Liangliang |
Publisher: |
[S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Künstliche Intelligenz | Artificial intelligence | Staatspapier | Government securities | Prognoseverfahren | Forecasting model | Öffentliche Anleihe | Public bond | Arbitrage | Theorie | Theory | Anleihe | Bond | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4024209 [DOI] |
Classification: | E12 - Keynes; Keynesian; Post-Keynesian |
Source: | ECONIS - Online Catalogue of the ZBW |
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