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RePEcTrading, Microstructure & Execution

Machine Learning for Liquidity Estimation in US Treasury Bonds

The research uses machine learning to determine the predictive power of liquidity variables in economic fluctuations, with private sector data proving more useful than public sector data.

Featured in No. 55 on 3 Jul 2024 ·

Released
25 Dec 2023
First featured
No. 55 · 3 Jul 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
34
Identifier
RePEc:eme:ejmbep:ejmbe-06-2022-0176

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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