ML-QuantSubscribe

SSRNMacro-Finance & Rates

International Corporate Bond Returns Prediction with ML

Machine learning is used to forecast global corporate bond returns, showing varying influential factors in U.S. and non-U.S. markets and different levels of bond integration among countries.

Featured in No. 7 on 12 Jul 2023 ·

Released
27 Jun 2022
First featured
No. 7 · 12 Jul 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
239
Identifier
SSRN 4506223

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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