Bond risk premiums with machine learning
We show that machine learning methods, in particular, extreme trees and neural networks
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
Bond Risk Premiums with Machine Learning
D Bianchi, M Büchner… - The Review of Financial …, 2021 - econpapers.repec.org
We show that machine learning methods, in particular, extreme trees and neural networks
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
Bond Risk Premiums with Machine Learning
D Bianchi, M Büchner, A Tamoni - The Review of Financial Studies, 2020 - cir.nii.ac.jp
抄録< jats: title> Abstract</jats: title>< jats: p> We show that machine learning methods, in
particular, extreme trees and neural networks (NNs), provide strong statistical evidence in …
particular, extreme trees and neural networks (NNs), provide strong statistical evidence in …
Bond risk premiums with machine learning
D Bianchi, M Büchner, A Tamoni - The Review of Financial …, 2021 - wrap.warwick.ac.uk
We show that machine learning methods, in particular, extreme trees and neural networks
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
[PDF][PDF] Bond Risk Premia with Machine Learning
D Bianchi, M Büchner, A Tamoni - oru.se
We propose, compare, and evaluate a variety of machine learning methods for bond return
predictability in the context of regression-based forecasting and contribute to a growing …
predictability in the context of regression-based forecasting and contribute to a growing …
[PDF][PDF] Bond Risk Premia with Machine Learning
D Bianchi - The Review of Financial Studies, 2020 - qmro.qmul.ac.uk
We show that machine learning methods, in particular extreme trees and neural networks
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
Bond Risk Premiums with Machine Learning [Quadratic term structure models: Theory and evidence]
D Bianchi, M Büchner, A Tamoni - Review of Financial Studies, 2021 - ideas.repec.org
We show that machine learning methods, in particular, extreme trees and neural networks
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
Bond Risk Premiums with Machine Learning
D Bianchi, M Büchner, A Tamoni - The Review of Financial …, 2021 - academic.oup.com
We show that machine learning methods, in particular, extreme trees and neural networks
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
Bond Risk Premia with Machine Learning
D Bianchi, M Büchner, A Tamoni - WBS Finance Group Research …, 2020 - papers.ssrn.com
We show that machine learning methods, in particular extreme trees and neural networks
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
Bond Risk Premiums with Machine Learning
D Bianchi, M Büchner… - Review of Financial …, 2021 - researchwithrutgers.com
We show that machine learning methods, in particular, extreme trees and neural networks
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …
(NNs), provide strong statistical evidence in favor of bond return predictability. NN forecasts …