Yield Curve Forecasting with Deep Learning
The study investigates if adding macroeconomic information to a Deep Learning Nelson-Siegel framework improves yield-curve forecasts, finding that including CPI inflation and M2 money supply improves prediction accuracy.
Featured in No. 95 on 30 Apr 2025 · 6 days after release
- Released
- 24 Apr 2025
- First featured
- No. 95 · 30 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 5228495
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