Machine Learning for Yield Curve
A unique tree-growing algorithm can detect regime-shifting patterns in the yield curve, providing easy economic interpretation and computation, with macroeconomic variables predicting the yield curve when the short rate is high.
Featured in No. 63 on 28 Aug 2024 · 58 days after release
- Released
- 1 Jul 2024
- First featured
- No. 63 · 28 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4934442
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