machine learning models-from ARIMA to XGBoost-by comparing the forecast performance of firms with high and low ESG scores …

-term memory (LSTM) network, a machine learning model ideal for time series data, to test this hypothesis over two periods: an 8 …

This study applies machine learning methods to predict the Canadian yield curve using a comprehensive set of … utilized across various machine learning models. Hyperparameters are estimated to minimize mispricing across government bonds …