ML for Trade Direction in Corporate Bonds
Machine learning can enhance trade direction classification in corporate bond markets, with trade timing and information environment impacting the accuracy of existing rules.
Featured in No. 51 on 28 May 2024 · on release day
- Released
- 28 May 2024
- First featured
- No. 51 · 28 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 22
- Identifier
- RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01252-w
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).