---
title: True Value Investing in Credits through Machine Learning
url: https://www.ml-quant.com/papers/ssrn/4718484/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4718484
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4718484
featured: 2024-02-07
citations: 0
topic: Risk, Credit & Banking
---


# True Value Investing in Credits through Machine Learning

The research introduces a new machine learning-based value factor for credit market investing, which performs better by capitalizing more on mispricings and less on risk.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4718484
- Identifier: SSRN 4718484
- Released: 2024-02-02
- First featured: Quant Letter No. 36 (2024-02-07): https://www.ml-quant.com/issues/2024-02-07/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Risk, Credit & Banking

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