Yield curve forecasting using machine learning and econometrics : a comparative analysis
Aman Singh, Tokunbo Ogunfunmi and Sanjiv Das
| Year of publication: |
2025
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|---|---|
| Authors: | Singh, Aman ; Das, Sanjiv R. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 23.2025, 4, p. 37-58
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| Subject: | Time-series | yield curve | bonds | forecasting | transformers | ARIMA | RNNs | machine learning | deep learning | Künstliche Intelligenz | Artificial intelligence | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics | Anleihe | Bond | Öffentliche Anleihe | Public bond | Lernprozess | Learning process | Prognose | Forecast |
| 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/10015651881