SSRNTrading, Microstructure & Execution
Predicting Corporate Bond Illiquidity with ML
Machine learning techniques are better than traditional methods at predicting the illiquidity of U.S. corporate bonds.
Featured in No. 5 on 28 Jun 2023 · 2 days after release
- Released
- 26 Jun 2023
- First featured
- No. 5 · 28 Jun 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 12
- Identifier
- SSRN 4489504
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).