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
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